Mieko Tanaka-Yamawaki, Shinya Komaki, Tsuyoshi Itabashi. Arbitrage chances and the non-Gaussian features of financial data. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 237-242, IEEE, 2003. [doi]
Abstract is missing.