Pages that link to "Item:Q2108492"
From MaRDI portal
The following pages link to Quadratic variation and quadratic roughness (Q2108492):
Displaying 10 items.
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- On the quadratic variation of the model-free price paths with jumps (Q1795403) (← links)
- Local times for continuous paths of arbitrary regularity (Q2100008) (← links)
- Quadratic variation along refining partitions: constructions and examples (Q2122196) (← links)
- On the support of solutions to stochastic differential equations with path-dependent coefficients (Q2309580) (← links)
- Pathwise integration with respect to paths of finite quadratic variation (Q2397623) (← links)
- Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients (Q6049990) (← links)
- Quadratic variation and quadratic roughness (Q6321639) (← links)
- Signature-based validation of real-world economic scenarios (Q6556606) (← links)
- Joint calibration to SPX and VIX options with signature-based models (Q6667578) (← links)
