Continuous-time trading and the emergence of volatility

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)319-324
Number of pages6
JournalElectronic Communications in Probability
Volume13
Publication statusPublished - 17 Jun 2008

Keywords

  • game-theoretic probability
  • continuous time
  • strong variation exponent

Cite this