BDG inequalities and their applications for model-free continuous price paths with instant enforcement (Q6067094)
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scientific article; zbMATH DE number 7766694
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BDG inequalities and their applications for model-free continuous price paths with instant enforcement |
scientific article; zbMATH DE number 7766694 |
Statements
BDG inequalities and their applications for model-free continuous price paths with instant enforcement (English)
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16 November 2023
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model-free approach in mathematical finance
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instant enforcement
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outer measure
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quadratic variation
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Itô's isometry
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BDG inequalities
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stochastic integral
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