Pages that link to "Item:Q3647586"
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The following pages link to Continuous-time trading and the emergence of randomness (Q3647586):
Displaying 11 items.
- A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895) (← links)
- Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- A robust rational route to randomness in a simple asset pricing model (Q953788) (← links)
- Prequential randomness and probability (Q982633) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Trading probabilities along cycles (Q2138374) (← links)
- Zero-Intelligence Trading Without Resampling (Q3530054) (← links)
- BDG inequalities and their applications for model-free continuous price paths with instant enforcement (Q6067094) (← links)
- On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales (Q6110566) (← links)