Continuous-time trading and the emergence of volatility

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	319-324
Number of pages	6
Journal	Electronic Communications in Probability
Volume	13
Publication status	Published - 17 Jun 2008

Keywords

@article{4c561c694720466bbdbdbb949ba340f9,

title = "Continuous-time trading and the emergence of volatility",

keywords = "game-theoretic probability, continuous time, strong variation exponent",

author = "Vladimir Vovk",

year = "2008",

month = jun,

day = "17",

language = "English",

volume = "13",

pages = "319--324",

journal = "Electronic Communications in Probability",

issn = "1083-589X",

publisher = "Institute of Mathematical Statistics",

}