Pathwise stochastic integrals for model free finance

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Publication:726748

DOI10.3150/15-BEJ735zbMath1346.60078arXiv1311.6187MaRDI QIDQ726748

Nicolas Perkowski, David J. Prömel

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.6187




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