Pathwise stochastic integration and applications to the theory of continuous trading-Reference-Cited by-同舟云学术

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Pathwise stochastic integration and applications to the theory of continuous trading

Published:1989-08 Issue:2 Volume:32 Page:253-280
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Willinger Walter,Taqqu Murad S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference46 articles.

1. Nonparametric inference for a family of counting processes;Aalen;Ann. Statist.,1978

2. Stochastic integration and L2-theory of semimartingales;Bichteler;Ann. Probab.,1981

3. The pricing of options and corporate liabilities;Black;J. Polit. Econom.,1973

4. Point Processes and Queues;Bremaud,1981

5. The representation of functionals of Brownian motion by stochastic integrals;Clark;Ann. Math. Statist.,1970

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1. A càdlàg rough path foundation for robust finance;Finance and Stochastics;2023-11-17

2. Itô–Föllmer calculus in Banach spaces I: the Itô formula;Electronic Journal of Probability;2023-01-01

3. A superhedging approach to stochastic integration;Stochastic Processes and their Applications;2018-12

4. Basics of Stochastic Calculus;Backward Stochastic Differential Equations;2017

5. Pathwise construction of stochastic integrals;Electronic Communications in Probability;2012-01-01

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