On the quadratic variation process of a continuous martingale
From MaRDI portal
Publication:789095
zbMath0532.60039MaRDI QIDQ789095
Publication date: 1983
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Related Items
On pathwise stochastic integration ⋮ Understanding the dual formulation for the hedging of path-dependent options with price impact ⋮ Efficient hedging under ambiguity in continuous time ⋮ Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity ⋮ Remarks on the stochastic integral ⋮ On quadratic variation of martingales ⋮ Continuous-time trading and the emergence of probability ⋮ Quadratic variation and quadratic roughness