Rough paths in idealized financial markets (Q647162): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3101836082 / rank | |||
Normal rank | |||
Revision as of 20:56, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough paths in idealized financial markets |
scientific article |
Statements
Rough paths in idealized financial markets (English)
0 references
1 December 2011
0 references
game-theoretic probability
0 references
incomplete markets
0 references
continuous time
0 references
discontinuous price paths
0 references
variation index
0 references
