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Number of items: 4.

Article

Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2018) A superhedging approach to stochastic integration. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 12 4078-4103 [Article]

Beiglböck, Mathias ; Cox, Alexander M. G. ; Huesmann, Martin ; Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2017) Pathwise superreplication via Vovk’s outer measure. Finance and Stochastics Berlin ; Heidelberg 21 4 1141-1166 [Article]

Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2016) Pathwise stochastic integrals for model free finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 22 4 2486-2520 [Article]

Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2015) Local times for typical price paths and pathwise Tanaka formulas. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 46 1-15 [Article]

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