Pages that link to "Item:Q1327557"

The following pages link to Dynamic spanning without probabilities (Q1327557):

Displaying 17 items.

• Constructing functions with prescribed pathwise quadratic variation (Q281858) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
• Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
• Continuous-time trading and the emergence of probability (Q693028) (← links)
• Model-independent hedging strategies for variance swaps (Q693029) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• A superhedging approach to stochastic integration (Q1630662) (← links)
• On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity (Q1733782) (← links)
• Arbitrage and hedging in a non probabilistic framework (Q1938956) (← links)
• Model-free CPPI (Q1994390) (← links)
• Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
• Financial economics without probabilistic prior assumptions (Q2343120) (← links)
• ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (Q2927953) (← links)
• Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ (Q4345879) (← links)
• Option pricing models without probability: a rough paths approach (Q6054388) (← links)
• A model‐free approach to continuous‐time finance (Q6054452) (← links)