Rough paths in idealized financial markets (Q647162)

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Rough paths in idealized financial markets
scientific article

    Statements

    title
    Rough paths in idealized financial markets (English)
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    author
    Vladimir Vovk
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    publication date
    1 December 2011
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    zbMATH Keywords
    game-theoretic probability
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    incomplete markets
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    continuous time
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    discontinuous price paths
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    variation index
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    91B26
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    60G17
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    zbMATH DE Number
    5983388
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