Geodesic
On $H$-volatility in financial mathematics
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 58 (2003) no. 1, pp. 187-188 Cet article a éte moissonné depuis la source Math-Net.Ru

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S. V. Pastukhov. On $H$-volatility in financial mathematics. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 58 (2003) no. 1, pp. 187-188. http://geodesic.mathdoc.fr/item/RM_2003_58_1_a10/

[1] B. S. Kashin, S. V. Pastukhov, Dokl. RAN, 387:6 (2002), 754–756 | MR | Zbl

[2] E. A. Sevastyanov, Anal. Math., 1 (1975), 141–164 | DOI | MR | Zbl

[3] A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, Fazis, M., 1998