The following pages link to Probabilistic aspects of finance (Q373529):
Displaying 13 items.
- On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness (Q826659) (← links)
- Model-free CPPI (Q1994390) (← links)
- Bilinear equations in Hilbert space driven by paths of low regularity (Q2026600) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- On the $p$th variation of a class of fractal functions (Q5130885) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- A model‐free approach to continuous‐time finance (Q6054452) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
