Fractional market dynamics

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

The Fractal Geometry of Nature

1983 • 22,064 citations

The Fractal Geometry of Nature.

1984 • 15,007 citations

An Introduction to the Fractional Calculus and Fractional Differential Equations

1993 • 8,114 citations

Fractional Brownian Motions, Fractional Noises and Applications

1968 • 7,349 citations

The Variation of Certain Speculative Prices

1963 • 4,461 citations

Théorie de la spéculation

1900 • 2,440 citations

Scaling behaviour in the dynamics of an economic index

1995 • 1,740 citations

Théorie de l'addition des variables aléatoires

1937 • 1,095 citations

Scaling of the distribution of fluctuations of financial market indices

1999 • 865 citations

Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

1994 • 845 citations

Mandelbrot and the Stable Paretian Hypothesis

1963 • 832 citations

Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussian stochastic process

1995 • 606 citations

A Practical Guide to Heavy Tails

2000 • 448 citations