Geodesic
On $H$-volatility in financial mathematics
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 58 (2003) no. 1, pp. 187-188 
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/
@article{RM_2003_58_1_a10,
     author = {S. V. Pastukhov},
     title = {On $H$-volatility in financial mathematics},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {187--188},
     year = {2003},
     volume = {58},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2003_58_1_a10/}
}
TY  - JOUR
AU  - S. V. Pastukhov
TI  - On $H$-volatility in financial mathematics
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2003
SP  - 187
EP  - 188
VL  - 58
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/RM_2003_58_1_a10/
LA  - en
ID  - RM_2003_58_1_a10
ER  - 
%0 Journal Article
%A S. V. Pastukhov
%T On $H$-volatility in financial mathematics
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2003
%P 187-188
%V 58
%N 1
%U http://geodesic.mathdoc.fr/item/RM_2003_58_1_a10/
%G en
%F RM_2003_58_1_a10

Voir la notice de l'article provenant de la source Math-Net.Ru

[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