Theory of Volatility

Research output: Other contributionNet publication - Internet publicationResearch

Standard

Theory of Volatility. / Savine, Antoine.

1999, Application of generalized derivatives and Tanaka's formula to mathematical and numerical finance.

Research output: Other contributionNet publication - Internet publicationResearch

Harvard

Savine, A 1999, Theory of Volatility..

APA

Savine, A. (1999). Theory of Volatility.

Vancouver

Savine A. Theory of Volatility. 1999.

Author

Savine, Antoine. / Theory of Volatility. 1999.

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