Rough paths in idealized financial markets (Q647162): Difference between revisions

@@ Property / author @@
-Vladimir Vovk
@@ Property / author: Vladimir Vovk / rank @@
-Normal rank
@@ Property / author @@
+Vladimir Vovk
@@ Property / author: Vladimir Vovk / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3101836082
@@ Property / OpenAlex ID: W3101836082 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0279
@@ Property / arXiv ID: 1005.0279 / rank @@
+Normal rank
@@ Property / cites work @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Switching Investments
@@ Property / cites work: Switching Investments / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+La variation d'ordre p des semi-martingales
@@ Property / cites work: La variation d'ordre p des semi-martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Some equivalences between Shannon entropy and Kolmogorov complexity
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@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
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@@ Property / cites work @@
+Rough functions: \(p\)-variation, calculus, and index estimation
+Normal rank
@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Tolerance to arbitrage
@@ Property / cites work: Tolerance to arbitrage / rank @@
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@@ Property / cites work @@
+Probability and Finance
@@ Property / cites work: Probability and Finance / rank @@
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@@ Property / cites work @@
+Q4195688
@@ Property / cites work: Q4195688 / rank @@
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@@ Property / cites work @@
+A new formulation of asset trading games in continuous time with essential forcing of variation exponent
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+Exact asymptotic estimates of Brownian path variation
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+Continuous-time trading and the emergence of volatility
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