On the quadratic variation of the model-free price paths with jumps
type: Item
instance of: scholarly article
title: On the quadratic variation of the model-free price paths with jumps
zbMATH Open document ID: 1414.60039
author: Lesiba Charles Galane
author: Rafał M. Łochowski
author: Farai Julius Mhlanga
published in: Lithuanian Mathematical Journal
publication date: 2018-10-16T00:00:00Z
full work available at URL: https://arxiv.org/abs/1710.07894
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6955695
zbMATH Keywords: Vovk's outer measure
zbMATH Keywords: càdlàg price paths
zbMATH Keywords: lebesque partition
zbMATH Keywords: quadratic variation
zbMATH Keywords: truncated variation
MaRDI profile type: Publication
OpenAlex ID: W2765785563
arXiv ID: 1710.07894
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DOI: 10.1007/S10986-018-9395-2
description: scientific article