Continuous Price Processes in Frictionless Markets Have Infinite Variation
Authors:
- J. Michael HarrisonJHJ. Michael Harrison
- Richard PitbladdoRPRichard Pitbladdo
- Stephen M. SchaeferSSStephen M. Schaefer
- 1 January 1984
- journal article
- Published by University of Chicago Press in The Journal of Business
- Vol. 57 (3) , 353