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@article{ Challet2007,
 title = {Optimal approximations of power-laws with exponentials: application to volatility models with long memory},
 author = {Challet, Damien and Bochud, Thierry},
 journal = {Quantitative Finance},
 number = {6},
 pages = {585-589},
 volume = {7},
 year = {2007},
 doi = {https://doi.org/10.1080/14697680701278291},
 urn = {https://nbn-resolving.org/urn:nbn:de:0168-ssoar-221032},
 abstract = {We propose an explicit recursive method to approximate a power-law with a finite sum of weighted exponentials.  Applications to moving averages with long memory are discussed in relationship with stochastic volatility models.},
}