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RE: Non Linear Pricing Theory & Applications



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>>is there any el code out there to plot the hurst function? i thought i saw it somewhere (one of
brickey's lists?), but now i can't find it.<<

The fractal dimension (FD) is closely related to the Hurst index.  You can download FD from http://www.jurikres.com/freebies/mainfree.htm

- Mark Jurik