Time change, volatility and turbulence

Ole Eiler Barndorff-Nielsen, Jürgen Schmiegel

    Publikation: Bidrag til bog/antologi/rapport/proceedingKonferencebidrag i proceedingsForskningpeer review

    OriginalsprogEngelsk
    TitelMathematical Control Theory and Finance
    RedaktørerAndrey Sarychev, Albert Shiryaev, Manuel Guerra, maria do Rosário Grossinho
    Antal sider25
    ForlagSpringer
    Publikationsdato2008
    Sider29-53
    ISBN (Trykt)978-3-540-69531-8
    StatusUdgivet - 2008
    BegivenhedWorkshop on Mathematical control Theory and Finance - Lisbon, Portugal
    Varighed: 10 apr. 200714 apr. 2007

    Konference

    KonferenceWorkshop on Mathematical control Theory and Finance
    Land/OmrådePortugal
    ByLisbon
    Periode10/04/200714/04/2007

    Citationsformater