Itô calculus without probability in idealized financial markets (Q493630)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Itô calculus without probability in idealized financial markets |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0 references
0 references
0.8809388
0 references
0 references
0.8743402
0 references
0.8652469
0 references
0 references
0.8629959
0 references
0.85878086
0 references
0.8546317
0 references
