Rough paths in idealized financial markets (Q647162)
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scientific article; zbMATH DE number 5983388
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| default for all languages | No label defined |
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| English | Rough paths in idealized financial markets |
scientific article; zbMATH DE number 5983388 |
Statements
Rough paths in idealized financial markets (English)
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1 December 2011
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game-theoretic probability
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incomplete markets
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continuous time
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discontinuous price paths
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variation index
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0.8334277272224426
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0.7821831107139587
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0.7750157117843628
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0.7578131556510925
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0.7441015243530273
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