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Finanzmathematik
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Föllmer integral
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Pathwise Itô calculus
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entropy weighting
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Universität Mannheim
arXiv.org
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Walter de Gruyter GmbH & Co. KG
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On pathwise functional Itô calculus and its applications to mathematical finance
Voloshchenko, Iryna
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2016
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