Time change, volatility, and turbulence
Ole E. Barndorff-Nielsen and Jürgen Schmiegel
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755554