Pages that link to "Item:Q2515913"
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The following pages link to Local times for typical price paths and pathwise Tanaka formulas (Q2515913):
Displaying 14 items.
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- Pathwise stochastic calculus with local times (Q1635956) (← links)
- On pathwise quadratic variation for càdlàg functions (Q1725475) (← links)
- Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Local times for continuous paths of arbitrary regularity (Q2100008) (← links)
- Quadratic variation and quadratic roughness (Q2108492) (← links)
- Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
- Pathwise integration with respect to paths of finite quadratic variation (Q2397623) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity (Q4633760) (← links)
- Efficient discretisation of stochastic differential equations (Q5086518) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)