A càdlàg rough path foundation for robust finance
Andrew L. Allan, Chong Liu, David J. Prömel
| Year of publication: |
2024
|
|---|---|
| Authors: | Allan, Andrew L. ; Liu, Chong ; Prömel, David Johannes |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 1, p. 215-257
|
| Subject: | Föllmer integration | Functionally generated portfolios | Model uncertainty | Pathwise integration | Rough path | Semimartingale | Universal portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00522-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014447739