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Continuous-time trading and the emergence of probability · Study

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ArticleContinuous-time trading and the emergence of probability

Vladimir Vovk2012

OA

Articlegreen2012

Continuous-time trading and the emergence of probability

64 citations·0/0 files stored·Finance and Stochastics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Probability and Statistical Research

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References

2007Brownian Motion and Stochastic Calculus 1999Continuous Martingales and Brownian Motion 2003Limit Theorems for Stochastic Processes 1998Brownian Motion and Stochastic Calculus 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1994A general version of the fundamental theorem of asset pricing 1998Arbitrage Theory in Continuous Time 2002Stochastic Finance: An Introduction in Discrete Time

Cited by

2018Robust pricing–hedging dualities in continuous time 2016Pathwise stochastic integrals for model free finance 2018Pathwise stochastic calculus with local times 2017Pathwise superreplication via Vovk’s outer measure 2020Martingale optimal transport duality 2019Duality for pathwise superhedging in continuous time

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Details

Year2012

Typearticle

Published2012-04-03

VenueFinance and Stochastics

ISSN-L0949-2984

Languageen

Citations64

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00780-012-0180-5

openalex_workW2779352156

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