scientific article; zbMATH DE number 1944705
From MaRDI portal
Publication:4408025
zbMath1047.91041MaRDI QIDQ4408025
Publication date: 3 July 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Constructing functions with prescribed pathwise quadratic variation ⋮ Model-Free Portfolio Theory and Its Functional Master Formula ⋮ Probabilistic aspects of finance ⋮ ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS ⋮ On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity ⋮ On a class of generalized Takagi functions with linear pathwise quadratic variation ⋮ Model-free CPPI ⋮ Pathwise no-arbitrage in a class of delta hedging strategies
This page was built for publication: