Henry Chiu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A model‐free approach to continuous‐time finance
Mathematical Finance
2023-09-28Paper
Causal functional calculus
Transactions of the London Mathematical Society
2023-08-01Paper
On pathwise quadratic variation for càdlàg functions
Electronic Communications in Probability
2019-02-14Paper
On pathwise quadratic variation for càdlàg functions
Electronic Communications in Probability
2019-02-14Paper
On quadratic variation in the Skorokhod space2017-04-03Paper
Subordination of Predictable Compensators
Stochastic Analysis and Applications
2015-12-21Paper


Research outcomes over time


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