Continuous-time trading and the emergence of probability
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Publication:693028
DOI10.1007/s00780-012-0180-5zbMath1262.91163arXiv0904.4364OpenAlexW2779352156WikidataQ62046685 ScholiaQ62046685MaRDI QIDQ693028
Publication date: 7 December 2012
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.4364
incomplete marketscontinuous timegame-theoretic probabilitycontinuous price pathsemergence of~probability
Martingales with continuous parameter (60G44) Sample path properties (60G17) Foundations of stochastic processes (60G05) Actuarial science and mathematical finance (91G99)
Related Items (29)
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