Pages that link to "Item:Q726748"
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The following pages link to Pathwise stochastic integrals for model free finance (Q726748):
Displayed 23 items.
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- Discretely sampled signals and the rough Hoff process (Q737171) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- Differential equations driven by rough paths with jumps (Q1704543) (← links)
- On the quadratic variation of the model-free price paths with jumps (Q1795403) (← links)
- On Sobolev rough paths (Q1996162) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- Bilinear equations in Hilbert space driven by paths of low regularity (Q2026600) (← links)
- Additive functionals as rough paths (Q2039441) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Supermartingale deflators in the absence of a numéraire (Q2230766) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- The role of measurability in game-theoretic probability (Q2364533) (← links)
- Stochastic control with rough paths (Q2400494) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity (Q4633760) (← links)
- Examples of Itô càdlàg rough paths (Q4683540) (← links)
- Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (Q5962606) (← links)
- Rough differential equations with path-dependent coefficients (Q6098910) (← links)