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A superhedging approach to stochastic integration - MaRDI portal

A superhedging approach to stochastic integration (Q1630662)

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A superhedging approach to stochastic integration
scientific article

    Statements

    title
    A superhedging approach to stochastic integration (English)
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    author
    Nicolas Perkowski
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    David J. Prömel
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    publication date
    10 December 2018
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    zbMATH Keywords
    càdlàg path
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    model-independent finance
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    quadratic variation
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    pathwise stochastic calculus
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    stochastic integration
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    Vovk's outer measure
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    cites work
    Q3957682
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    Q3911166
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    Q3788934
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    Identifiers

    zbMATH DE Number
    6991418
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    OpenAlex ID
    W2963508800
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    arXiv ID
    1609.02349
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