On the quadratic variation of the model-free price paths with jumps
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Publication:1795403
DOI10.1007/s10986-018-9395-2zbMath1414.60039arXiv1710.07894OpenAlexW2765785563MaRDI QIDQ1795403
Lesiba Charles Galane, Rafał Marcin Łochowski, Farai Julius Mhlanga
Publication date: 16 October 2018
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07894
Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Stochastic integrals (60H05)
Related Items (2)
Cites Work
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- Itô calculus without probability in idealized financial markets
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