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

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-Yuliya S. Mishura
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+Dynamic spanning without probabilities
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+Change of variable formulas for non-anticipative functionals on path space
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+Functional Itō calculus and stochastic integral representation of martingales
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+ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
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+Sur un exemple de fonction continue sans dérivée
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+Q4131410
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+On viscosity solutions of path dependent PDEs
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+Model-free CPPI
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+On a class of generalized Takagi functions with linear pathwise quadratic variation
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+Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models
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+Pathwise no-arbitrage in a class of delta hedging strategies
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+Continuous-time trading and the emergence of probability
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@@ links / mardi / name / links / mardi / name @@
+Publication:281858