Theory of Volatility
Research output: Other contribution › Net publication - Internet publication › Research
Standard
Theory of Volatility. / Savine, Antoine.
1999, Application of generalized derivatives and Tanaka's formula to mathematical and numerical finance.Research output: Other contribution › Net publication - Internet publication › Research
Harvard
Savine, A 1999, Theory of Volatility..
APA
Savine, A. (1999). Theory of Volatility.
Vancouver
Savine A. Theory of Volatility. 1999.
Author
Bibtex
@misc{ac1f721d7d3343efa70504fc8e6e94d0,
title = "Theory of Volatility",
abstract = "Application of generalized derivatives and Tanaka's formula to mathematical and numerical finance",
author = "Antoine Savine",
year = "1999",
language = "English",
type = "Other",
}
RIS
TY - ICOMM
T1 - Theory of Volatility
AU - Savine, Antoine
PY - 1999
Y1 - 1999
N2 - Application of generalized derivatives and Tanaka's formula to mathematical and numerical finance
AB - Application of generalized derivatives and Tanaka's formula to mathematical and numerical finance
M3 - Net publication - Internet publication
ER -
ID: 208754715