Rough paths in idealized financial markets-Reference-Cited by-同舟云学术

Rough paths in idealized financial markets

Published:2011-04 Issue:2 Volume:51 Page:274-285
ISSN:0363-1672
Container-title:Lithuanian Mathematical Journal
language:en
Short-container-title:Lith Math J

Author:

Vovk Vladimir

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s10986-011-9125-5.pdf

Reference21 articles.

1. M. Bruneau, Sur la p-variation des surmartingales, Sémin. Probab. Strasbourg, 13:227–232, 1979.

2. T. Cover, Universal portfolios, Math. Finance, 1:1–29, 1991.

3. S. de Rooij and W.M. Koolen, Switching investments, in Proceedings of the Twenty First International Conference on Algorithmic Learning Theory, Lect. Notes Artif. Intell., Vol. 6331, Springer, Heidelberg, 2010, pp. 239–254.

4. C. Dellacherie and P.-A. Meyer, Probabilities and Potential, North-Holland, Amsterdam, 1978 (Chapters I–IV). French original: 1975; reprinted in 2008.

5. C. Dellacherie and P.-A. Meyer, Probabilities and Potential B: Theory of Martingales, North-Holland, Amsterdam, 1982 (Chapters V–VIII). French original: 1980; reprinted in 2008.

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