On the quadratic variation of the model-free price paths with jumps
Crossref DOI link: https://doi.org/10.1007/s10986-018-9395-2
Published Online: 2018-06-01
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Galane, Lesiba Charles
Łochowski, Rafał Marcin
Mhlanga, Farai Julius
Text and Data Mining valid from 2018-04-01
Article History
Received: 18 January 2018
Revised: 14 May 2018
First Online: 1 June 2018