Pages that link to "Item:Q605895"
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The following pages link to A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895):
Displayed 10 items.
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
- Rough paths in idealized financial markets (Q647162) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Examples of Itô càdlàg rough paths (Q4683540) (← links)
- Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time (Q4932834) (← links)