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Itô Calculus without Probability in Idealized Financial Markets* · Study

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ArticleItô Calculus without Probability in Idealized Financial Markets*

Vladimir Vovk2015

Article2015

Itô Calculus without Probability in Idealized Financial Markets*

25 citations·0/0 files stored·Lithuanian Mathematical Journal

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

2002Stochastic Finance: An Introduction in Discrete Time 2011Stochastic Finance 2001Probability and Finance: It's Only a Game!1981Calcul d'ito sans probabilites 2001Probability and Finance 2010Change of variable formulas for non-anticipative functionals on path space 2012Continuous-time trading and the emergence of probability 2000Margin Requirements, Margin Loans, and Margin Rates: Practice and Principles

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Year2015

Typearticle

Published2015-04-01

VenueLithuanian Mathematical Journal

ISSN-L0363-1672

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10986-015-9280-1

openalex_workW1551035879

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