A superhedging approach to stochastic integration (Q1630662): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963508800 / rank | |||
Normal rank | |||
Revision as of 17:42, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A superhedging approach to stochastic integration |
scientific article |
Statements
A superhedging approach to stochastic integration (English)
0 references
10 December 2018
0 references
càdlàg path
0 references
model-independent finance
0 references
quadratic variation
0 references
pathwise stochastic calculus
0 references
stochastic integration
0 references
Vovk's outer measure
0 references
