Continuous-time trading and the emergence of volatility.
Vovk, Vladimir
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 319-324 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:229939 
@article{05636414,
     title = {Continuous-time trading and the emergence of volatility.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {319-324},
     zbl = {1189.60081},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636414}
}

Vovk, Vladimir. Continuous-time trading and the emergence of volatility.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 319-324. http://gdmltest.u-ga.fr/item/05636414/