Jordan ShimabukuinDataDrivenInvestorImplications of a Multifractal Model of Stocks on Options PricingIn this article I examine the impacts of Benoit Mandelbrot’s Multifractal Model of Asset Returns on stock options.Aug 2, 20204Aug 2, 20204
Jordan ShimabukuWhat the Father of Fractals Can Teach Us About FinanceEfforts to predict stock market swings have been long documented, with numerous ways to model stock prices. In The (Mis)Behavior of…Jul 22, 20207Jul 22, 20207