A càdlàg rough path foundation for robust finance (Q6181520)
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scientific article; zbMATH DE number 7782842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A càdlàg rough path foundation for robust finance |
scientific article; zbMATH DE number 7782842 |
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A càdlàg rough path foundation for robust finance (English)
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2 January 2024
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Föllmer integration
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model uncertainty
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semimartingale
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pathwise integration
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rough path
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functionally generated portfolios
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universal portfolio
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