Abstract
The capitalization-weighted cumulative variation
Citation
E. Robert Fernholz. Ioannis Karatzas. Johannes Ruf. "Volatility and arbitrage." Ann. Appl. Probab. 28 (1) 378 - 417, February 2018. https://doi.org/10.1214/17-AAP1308
Information
The capitalization-weighted cumulative variation
E. Robert Fernholz. Ioannis Karatzas. Johannes Ruf. "Volatility and arbitrage." Ann. Appl. Probab. 28 (1) 378 - 417, February 2018. https://doi.org/10.1214/17-AAP1308