Zarhali, O., Bacry, E., & Muzy, J. (2026). From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model.
Chicago Style (17th ed.) CitationZarhali, Othmane, Emmanuel Bacry, and Jean-François Muzy. From Rough to Multifractal Multidimensional Volatility: A Multidimensional Log S-fBM Model. 2026.
MLA (9th ed.) CitationZarhali, Othmane, et al. From Rough to Multifractal Multidimensional Volatility: A Multidimensional Log S-fBM Model. 2026.
Warning: These citations may not always be 100% accurate.