Itô calculus without probability in idealized financial markets (Q493630)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô calculus without probability in idealized financial markets |
scientific article |
Statements
Itô calculus without probability in idealized financial markets (English)
0 references
3 September 2015
0 references
càdlàg price paths
0 references
incomplete markets
0 references
pathwise quadratic variation
0 references
pathwise stochastic integration
0 references
