Continuous-time trading and the emergence of volatility
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Publication:1038887
DOI10.1214/ECP.v13-1383zbMath1189.60081arXiv0712.1483MaRDI QIDQ1038887
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.1483
Microeconomic theory (price theory and economic markets) (91B24) Martingales with continuous parameter (60G44) Sample path properties (60G17)
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