Continuous-time trading and the emergence of volatility (Q1038887): Difference between revisions
From MaRDI portal
Changed an Item |
Normalize DOI. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1214/ECP.v13-1383 / rank | |||
| 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 | |||
| Property / DOI | |||
| Property / DOI: 10.1214/ECP.V13-1383 / rank | |||
Normal rank | |||
Latest revision as of 14:22, 10 December 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
