On the quadratic variation of the model-free price paths with jumps (Q1795403)
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scientific article; zbMATH DE number 6955695
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| English | On the quadratic variation of the model-free price paths with jumps |
scientific article; zbMATH DE number 6955695 |
Statements
On the quadratic variation of the model-free price paths with jumps (English)
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16 October 2018
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Vovk's outer measure
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càdlàg price paths
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lebesque partition
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quadratic variation
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truncated variation
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0.7970786094665527
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0.7967531681060791
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0.783123254776001
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0.7821831107139587
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0.7728124856948853
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