A multifractal model of asset returns, inspired by the 1997 paper by Mandelbrot, Fisher, Calvet.
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Updated
Mar 31, 2021 - Rust
A multifractal model of asset returns, inspired by the 1997 paper by Mandelbrot, Fisher, Calvet.
Real-time Procedural Multifractal Terrain Generation, developed in C++/OpenGL, that generates infinite multifractal terrains using Fractal Brownian Motion and Perlin Noise. Features Physically-Based Rendering (PBR), Image-Based Lighting (IBL), HDR skybox and Volumetric Fog Rendering.
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