Sample path properties of futures prices
- 1 March 1986
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 6 (1) , 127-140
- https://doi.org/10.1002/fut.3990060111
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- Continuous Price Processes in Frictionless Markets Have Infinite VariationThe Journal of Business, 1984
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- Asset Prices in an Exchange EconomyEconometrica, 1978
- An autoregressive jump process for common stock returnsJournal of Financial Economics, 1977
- The Brownian Movement and Stochastic EquationsAnnals of Mathematics, 1942