Continuous-time trading and the emergence of volatility (Q1038887): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 0712.1483 / rank | |||
Normal rank |
Latest revision as of 18:54, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuous-time trading and the emergence of volatility |
scientific article |
Statements
Continuous-time trading and the emergence of volatility (English)
0 references
20 November 2009
0 references
game-theoretic probability
0 references
continuous time
0 references
strong variation exponent
0 references