Time change, volatility, and turbulence
Year of publication: |
2008
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. ; Schmiegel, Jürgen |
Published in: |
Mathematical control theory and finance. - Berlin : Springer, ISBN 978-3-540-69531-8. - 2008, p. 29-53
|
Subject: | Stochastischer Prozess | Stochastic process | Zeitökonomie | Economy of time | Volatilität | Volatility | Finanzmathematik | Mathematical finance | Theorie | Theory |
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