Rough paths in idealized financial markets (Q647162)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Rough paths in idealized financial markets
scientific article

    Statements

    Rough paths in idealized financial markets (English)
    0 references
    1 December 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    game-theoretic probability
    0 references
    incomplete markets
    0 references
    continuous time
    0 references
    discontinuous price paths
    0 references
    variation index
    0 references
    0 references
    0 references
    0 references
    0 references