Physics – Condensed Matter
Scientist
Physics
Condensed Matter
Scientist
CMAP Ecole Polytecnhique Palaiseau France
CMAP Ecole Polytechnique Palaiseau France
CMAP, Ecole Polytechnique Palaiseau France
CNRS, Ecole Polytechnique
A multifractal random walk
A multivariate multifractal model for return fluctuations
Extreme values and fat tails of multifractal fluctuations
Log-infinitely divisible multifractal processes
Modeling microstructure noise with mutually exciting point processes
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