Continuous-time trading and the emergence of volatility (Q1038887): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q465259 |
||
Property / author | |||
Property / author: Vladimir Vovk / rank | |||
Revision as of 04:04, 15 February 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