Pages that link to "Item:Q647162"

The following pages link to Rough paths in idealized financial markets (Q647162):

Displaying 13 items.

• Itô calculus without probability in idealized financial markets (Q493630) (← links)
• Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
• A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces (Q680873) (← links)
• Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
• Continuous-time trading and the emergence of probability (Q693028) (← links)
• Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
• The role of measurability in game-theoretic probability (Q2364533) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• Martingale optimal transport duality (Q2664166) (← links)
• Examples of Itô càdlàg rough paths (Q4683540) (← links)
• BDG inequalities and their applications for model-free continuous price paths with instant enforcement (Q6067094) (← links)
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
• A càdlàg rough path foundation for robust finance (Q6181520) (← links)