On the quadratic variation of the model-free price paths with jumps (Q1795403)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the quadratic variation of the model-free price paths with jumps |
scientific article |
Statements
On the quadratic variation of the model-free price paths with jumps (English)
0 references
16 October 2018
0 references
Vovk's outer measure
0 references
càdlàg price paths
0 references
lebesque partition
0 references
quadratic variation
0 references
truncated variation
0 references
0 references
0 references
