The variation of certain speculative prices

• 1 January 1997
• book chapter
• Published by Springer Nature
• p. 371-418
• https://doi.org/10.1007/978-1-4757-2763-0_14

Abstract

Keywords

• PRICE CHANGE
• DAILY CHANGE
• GAUSSIAN CASE
• PRICE QUOTATION
• INDEPENDENT GAUSSIAN RANDOM VARIABLE