Relative volume as a doubly stochastic binomial point process
Year of publication: |
2007
|
---|---|
Authors: | McCulloch, James |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 7.2007, 1, p. 55-62
|
Publisher: |
Taylor & Francis Journals |
Subject: | Doubly stochastic binomial point process | Relative volume | Cox process | Initial enlargement of filtration | NYSE | New York Stock Exchange | VWAP |
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