Causal functional calculus

DOI10.1112/tlm3.12050arXiv1912.07951OpenAlexW3184994866MaRDI QIDQ6165650

Henry Chiu, Rama Cont

Publication date: 1 August 2023

Published in: Transactions of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.07951

Mathematics Subject Classification ID

Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Stochastic integrals (60H05) Integration of real functions of several variables: length, area, volume (26B15)

Related Items (4)

A model‐free approach to continuous‐time finance ⋮ Model‐free portfolio theory: A rough path approach ⋮ A càdlàg rough path foundation for robust finance ⋮ Quadratic variation and quadratic roughness

Cites Work

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