Constructing functions with prescribed pathwise quadratic variation (Q281858): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Pricing by hedging and no-arbitrage beyond semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic spanning without probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3269421 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change of variable formulas for non-anticipative functionals on path space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Itō calculus and stochastic integral representation of martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur un exemple de fonction continue sans dérivée / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4131410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On viscosity solutions of path dependent PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On solutions of one-dimensional stochastic differential equations without drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4408025 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3966879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003243 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-similarity of Brownian motion and a large deviation principle for random fields on a binary tree / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonlinear Volterra-Stieltjes integral equation and a Gronwall inequality in one dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ordinary differential equations with fractal noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4767350 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4136031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain volatility and the risk-free synthesis of derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: A concrete approach to classical analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5526189 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model-free CPPI / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a class of generalized Takagi functions with linear pathwise quadratic variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise no-arbitrage in a class of delta hedging strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to stochastic calculus for finance. A new didactic approach. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the gap between deterministic and stochastic ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2897328 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time trading and the emergence of probability / rank
 
Normal rank

Latest revision as of 22:29, 11 July 2024

scientific article
Language Label Description Also known as
English
Constructing functions with prescribed pathwise quadratic variation
scientific article

    Statements

    Constructing functions with prescribed pathwise quadratic variation (English)
    0 references
    0 references
    0 references
    11 May 2016
    0 references
    pathwise quadratic variation
    0 references
    Föllmer integral
    0 references
    pathwise Itō differential equation
    0 references
    Doss-Sussman method
    0 references
    diffusions
    0 references
    support theorem
    0 references
    nowhere differentiability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references