Itô calculus without probability in idealized financial markets

DOI10.1007/s10986-015-9280-1zbMath1328.60097arXiv1108.0799OpenAlexW1551035879WikidataQ62046645 ScholiaQ62046645MaRDI QIDQ493630

Vladimir Vovk

Publication date: 3 September 2015

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.0799

zbMATH Keywords

incomplete marketspathwise quadratic variationcàdlàg price pathspathwise stochastic integration

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Sample path properties (60G17) Financial applications of other theories (91G80) Stochastic integrals (60H05)

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