Itô calculus without probability in idealized financial markets (Q493630): Difference between revisions

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Latest revision as of 18:05, 10 July 2024

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Itô calculus without probability in idealized financial markets
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    Itô calculus without probability in idealized financial markets (English)
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    3 September 2015
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    càdlàg price paths
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    incomplete markets
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    pathwise quadratic variation
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    pathwise stochastic integration
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