Pages that link to "Item:Q912481"
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The following pages link to Pathwise stochastic integration and applications to the theory of continuous trading (Q912481):
Displaying 17 items.
- Arbitrage et lois de martingale. (Arbitrage and martingale laws) (Q917160) (← links)
- A note on stochastic integration with respect to optional semimartingales (Q1038955) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- Explicit form and path regularity of martingale representations (Q2738735) (← links)
- Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading (Q2847245) (← links)
- Integral representation in the theory of continuous trading (Q3707047) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Nonstandard Approach to Option Pricing (Q4345916) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (Q4372023) (← links)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)