Search Results - subject:"pathwise"

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Allan, Andrew L.; Liu, Chong; Prömel, David Johannes - In: Finance and stochastics 28 (2024) 1, pp. 215-257

Persistent link: https://www.econbiz.de/10014447739

Doldi, Alessandro; Frittelli, Marco; Rosazza Gianin, … - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10015044783

Allan, Andrew L.; Liu, Chong; Prömel, David J. - In: Finance and Stochastics 28 (2023) 1, pp. 215-257

Using rough path theory, we provide a pathwise foundation for stochastic Itô integration which covers most commonly …

Persistent link: https://www.econbiz.de/10015165615

Laeven, Roger; Schoenmakers, John; Schweizer, Nikolaus; … - 2023 - This version: November 13, 2023

Persistent link: https://www.econbiz.de/10014448107

Allan, Andrew L.; Cuchiero, Christa; Liu, Chong; … - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 709-765

Persistent link: https://www.econbiz.de/10014329902

Doldi, Alessandro; Frittelli, Marco - In: Finance and stochastics 27 (2023) 2, pp. 255-304

Persistent link: https://www.econbiz.de/10014253636

Thompson, Ryan; Forbes, Catherine Scipione; MacEachern, … - 2023

Persistent link: https://www.econbiz.de/10014452555

Allan, Andrew L.; Liu, Chong; Prömel, David J. - In: Finance and Stochastics 28 (2023) 1, pp. 215-257

Using rough path theory, we provide a pathwise foundation for stochastic Itô integration which covers most commonly …

Persistent link: https://www.econbiz.de/10015404744

Brigo, Damiano - In: Options - 45 years since the publication of the …, (pp. 47-61). 2023

Persistent link: https://www.econbiz.de/10014366586

Bladt, Martin; Peralta, Oscar - In: Mathematics of operations research 50 (2025) 1, pp. 334-355

Persistent link: https://www.econbiz.de/10015211698

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