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Russian Mathematical Surveys, 2003, Volume 58, Issue 1, Pages 187–188
DOI: https://doi.org/10.1070/RM2003v058n01ABEH000603
(Mi rm603)
 

This article is cited in 1 scientific paper (total in 1 paper)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On $H$-volatility in financial mathematics

S. V. Pastukhov

M. V. Lomonosov Moscow State University
References:
Accepted: 20.11.2002
Bibliographic databases:
Document Type: Article
MSC: 91B28, 62M99
Language: English
Original paper language: Russian
Citation: S. V. Pastukhov, “On $H$-volatility in financial mathematics”, Russian Math. Surveys, 58:1 (2003), 187–188
Citation in format AMSBIB
\Bibitem{Pas03}
\by S.~V.~Pastukhov
\paper On $H$-volatility in financial mathematics
\jour Russian Math. Surveys
\yr 2003
\vol 58
\issue 1
\pages 187--188
\mathnet{http://mi.mathnet.ru//eng/rm603}
\crossref{https://doi.org/10.1070/RM2003v058n01ABEH000603}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1992142}
\zmath{https://zbmath.org/?q=an:1134.91457}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?2003RuMaS..58..187P}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183858300011}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-22944463073}
Linking options:
  • https://www.mathnet.ru/eng/rm603
  • https://doi.org/10.1070/RM2003v058n01ABEH000603
  • https://www.mathnet.ru/eng/rm/v58/i1/p191
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Успехи математических наук Russian Mathematical Surveys
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    Abstract page:905
    Russian version PDF:471
    English version PDF:17
    References:81
    First page:1
     
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