Pages that link to "Item:Q2498044"

The following pages link to Introduction to stochastic calculus for finance. A new didactic approach. (Q2498044):

Displaying 25 items.

• Constructing functions with prescribed pathwise quadratic variation (Q281858) (← links)
• Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290) (← links)
• Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
• Foreign currency bubbles (Q539147) (← links)
• Pathwise stochastic calculus with local times (Q1635956) (← links)
• Arbitrage and hedging in a non probabilistic framework (Q1938956) (← links)
• Model-free CPPI (Q1994390) (← links)
• A note on the distribution of multivariate Brownian extrema (Q2019190) (← links)
• Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
• Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279) (← links)
• Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
• Trading strategies generated pathwise by functions of market weights (Q2308179) (← links)
• Financial economics without probabilistic prior assumptions (Q2343120) (← links)
• A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
• Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (Q2927953) (← links)
• Model-Free Portfolio Theory and Its Functional Master Formula (Q4553804) (← links)
• Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
• Integral representation of random variables with respect to Gaussian processes (Q5963505) (← links)
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
• Valuation and hedging of cryptocurrency inverse options (Q6592288) (← links)
• Testing for Threshold Diffusion (Q6616608) (← links)