Arbitrage and hedging in a non probabilistic framework (Q1938956)

From MaRDI portal
Revision as of 06:18, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Arbitrage and hedging in a non probabilistic framework
scientific article

    Statements

    Arbitrage and hedging in a non probabilistic framework (English)
    0 references
    0 references
    0 references
    0 references
    26 February 2013
    0 references
    arbitrage
    0 references
    non-probabilistic models
    0 references
    quadratic variation
    0 references
    Skorokhod's distance
    0 references
    fractional Brownian motion
    0 references
    counting process
    0 references

    Identifiers