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Well, if you divide a time integral by the length of the time interval, you'll get the average (in time) price: $$\frac{1}{t}\int_0^T x_t\mathrm dt$$ so at least on of the meanings of the integral itself is an average price time the length of the interval. In such a case, I think the normalized quantity (the integral divided by the length) is more ...

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Although I don't think that this is a question that fits in here, I will give you a reference. You might want to have a look at the so called greeks, you find a first overview here: http://en.wikipedia.org/wiki/Greeks_(finance)

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First question: Looking at the paper, we see that the authors assume, for some $\epsilon > 0$, $$\underset{n}{\limsup} P \left(| \widehat{h}(y^n) - \widehat{h}(y) | > \epsilon \right) > \epsilon,$$ and from this they wish to deduce $(*)$, or $(3.13)$ in their notation, for some $\epsilon$. I claim that if \$\left \{ \widehat{h}(y^n) : n \in ...

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