On the quadratic variation of the model-free price paths with jumps
Work
Year: 2018
Type: article
Source: Lithuanian Mathematical Journal
Institutions University of Limpopo, SGH Warsaw School of Economics
Cites: 15
Cited by: 1
Related to: 10
FWCI: 0.274
Citation percentile (by year/subfield): 49.65
Subfield: Finance
Domain: Social Sciences
Open Access status: green