TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY (Q2806359): Difference between revisions

@@ Property / author @@
+Sebastian E. Ferrando
@@ Property / author: Sebastian E. Ferrando / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5685
@@ Property / arXiv ID: 1403.5685 / rank @@
+Normal rank
@@ Property / cites work @@
+A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM
+Normal rank
@@ Property / cites work @@
+Fractional Processes as Models in Stochastic Finance
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Change of variable formulas for non-anticipative functionals on path space
+Normal rank
@@ Property / cites work @@
+Stochastic Integrals and Conditional Full Support
@@ Property / cites work: Stochastic Integrals and Conditional Full Support / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2134389094
@@ Property / OpenAlex ID: W2134389094 / rank @@
+Normal rank