Rough paths in idealized financial markets (Q647162): Difference between revisions

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+Universal Portfolios
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+Switching Investments
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+Q3957683
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+La variation d'ordre p des semi-martingales
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+Some equivalences between Shannon entropy and Kolmogorov complexity
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+Differential equations driven by rough signals
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+Rough functions: \(p\)-variation, calculus, and index estimation
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+Arbitrage with Fractional Brownian Motion
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+Tolerance to arbitrage
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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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