A superhedging approach to stochastic integration (Q1630662): Difference between revisions

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+.02349
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@@ Property / cites work @@
+Pathwise integration with respect to paths of finite quadratic variation
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+Pathwise superreplication via Vovk's outer measure
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+Pathwise versions of the Burkholder-Davis-Gundy inequality
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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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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+ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
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+Q3957682
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+Q3911166
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+On pathwise stochastic integration
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+Uncertain volatility and the risk-free synthesis of derivatives
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+Pathwise construction of stochastic integrals
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+Local times for typical price paths and pathwise Tanaka formulas
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+Pathwise stochastic integrals for model free finance
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+Pathwise no-arbitrage in a class of delta hedging strategies
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+Probability and Finance
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+A new formulation of asset trading games in continuous time with essential forcing of variation exponent
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+Continuous-time trading and the emergence of volatility
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+Continuous-time trading and the emergence of randomness
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+Continuous-time trading and the emergence of probability
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+Itô calculus without probability in idealized financial markets
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+Q3788934
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+Pathwise stochastic integration and applications to the theory of continuous trading
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