A càdlàg rough path foundation for robust finance

Allan, Andrew L. ; Prömel, David J. ; Liu, Chong

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DOI:	https://doi.org/10.1007/s00780-023-00522-0
URL:	https://link.springer.com/article/10.1007/s00780-0...
Additional URL:	https://durham-repository.worktribe.com/output/117...
URN:	urn:nbn:de:bsz:180-madoc-663704
Document Type:	Article
Year of publication:	2024
The title of a journal, publication series:	Finance and Stochastics
Volume:	28
Issue number:	1
Page range:	215-257
Place of publication:	Berlin [u.a.]
Publishing house:	Springer
ISSN:	0949-2984 , 1432-1122
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Pre-existing license:	Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject:	330 Economics 510 Mathematics

	Dieser Eintrag ist Teil der Universitätsbibliographie.
	Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

BASE: Allan, Andrew L. ; Prömel, David J. ; Liu, Chong

Google Scholar: Allan, Andrew L. ; Prömel, David J. ; Liu, Chong

ORCID: Allan, Andrew L. ; Prömel, David J.

; Liu, Chong

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