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.

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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. ORCID: 0000-0001-7028-7500 ; Liu, Chong

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