Pathwise stochastic integrals for model free finance


Perkowski, Nicolas ; Prömel, David J.



DOI: https://doi.org/10.3150/15-BEJ735
URL: https://arxiv.org/abs/1311.6187
Additional URL: https://www.researchgate.net/publication/258849551...
Document Type: Article
Year of publication: 2016
The title of a journal, publication series: Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability
Volume: 22
Issue number: 4
Page range: 2486-2520
Place of publication: The Hague ; Aarhus
Publishing house: Bernoulli Society for Mathematical Statistics and Probability
ISSN: 1350-7265
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Subject: 510 Mathematics




Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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