VITA & PUBLICATIONS

1971 60 H15. M 1971f. A fast fractional Gaussian noise generator. Water Resources Research: 7, 543-553. 61 E20. M 1971e. When can price be arbitraged efficiently? A limit to the validity of the random-walk and martingale models. Review of Economics and Statistics: 53, 225-236. 1972 62 M 1972z. Renewal sets and random cutouts. ................
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