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Scaling and long-range dependence in option pricing III: A ..:

Wang, Xiao-Tian ; Yan, Hai-Gang ; Tang, Ming-Ming.
Physica A: Statistical Mechanics and its Applications.  389 (2010)  3 - p. 452-458 , 2010
Link: https://doi.org/10.1016/j.physa.2009.09.044