Continuous-time trading and the emergence of volatility.

Vovk, Vladimir

Electronic Communications in Probability [electronic only] (2008)

  • Volume: 13, page 319-324
  • ISSN: 1083-589X

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Vovk, Vladimir. "Continuous-time trading and the emergence of volatility.." Electronic Communications in Probability [electronic only] 13 (2008): 319-324. <http://eudml.org/doc/229939>.

@article{Vovk2008,
author = {Vovk, Vladimir},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {game-theoretic probability; continuous time; strong variation exponent},
language = {eng},
pages = {319-324},
publisher = {University of Washington},
title = {Continuous-time trading and the emergence of volatility.},
url = {http://eudml.org/doc/229939},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Vovk, Vladimir
TI - Continuous-time trading and the emergence of volatility.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 319
EP - 324
LA - eng
KW - game-theoretic probability; continuous time; strong variation exponent
UR - http://eudml.org/doc/229939
ER -

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