Pages that link to "Item:Q1088571"
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The following pages link to On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571):
Displaying 9 items.
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- On pricing of market-indexed certificates of deposit (Q1123103) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- From tick data to semimartingales (Q2240473) (← 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)
- Arbitrage Values Generally Depend On A Parametric Rate of Return (Q4345915) (← links)
- Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)