A superhedging approach to stochastic integration-Reference-Cited by-同舟云学术

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A superhedging approach to stochastic integration

Published:2018-12 Issue:12 Volume:128 Page:4078-4103
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Łochowski Rafał M.,Perkowski Nicolas,Prömel David J.

Funder

National Science Centre, Poland

Swiss National Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference29 articles.

1. Pathwise integration with respect to paths of finite quadratic variation;Ananova;J. Math. Pures Appl. (9),2017

2. Pathwise superreplication via Vovk’s outer measure;Beiglböck;Finance Stoch.,2017

3. Pathwise versions of the Burkholder-Davis-Gundy inequality;Beiglböck;Bernoulli,2015

4. Stochastic Integration and Lp-Theory of Semimartingales;Bichteler;Ann. Probab.,1981

5. Dynamic spanning without probabilities;Bick;Stochastic Process. Appl.,1994

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