A Càdlàg Rough Path Foundation for Robust Finance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Allan, Andrew L., Liu, Chong, Prömel, David J.
Format:	Preprint
Published:	2021
Subjects:	Probability Mathematical Finance 91G80, 60L20, 60G44
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2109.04225