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From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1

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2011RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY49 cited

2000Explicit form and robustness of martingale representations48 cited

2006A Limit Theorem for Financial Markets with Inert Investors47 cited

2011Weak approximation of G -expectations45 cited

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