Pages that link to "Item:Q1038887"
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The following pages link to Continuous-time trading and the emergence of volatility (Q1038887):
Displaying 13 items.
- A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895) (← links)
- Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
- Rough paths in idealized financial markets (Q647162) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Examples of Itô càdlàg rough paths (Q4683540) (← links)
- Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time (Q4932834) (← links)
- BDG inequalities and their applications for model-free continuous price paths with instant enforcement (Q6067094) (← links)
- On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales (Q6110566) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
