On the quadratic variation of the model-free price paths with jumps (Q1795403)
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scientific article
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| English | On the quadratic variation of the model-free price paths with jumps |
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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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