Fractals and Scaling in Finance

This volume contains new material prepared for this volume, as well as reprints of Mandelbrot's classic papers which are devoted to the roles that discontinuity... » 

This volume contains new material prepared for this volume, as well as reprints of Mandelbrot's classic papers which are devoted to the roles that discontinuity and related forms of concentration play in finance and economics. It includes real-life models such as random flight on Wall Street. «