Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ichiba, Tomoyuki, Shi, Qijin
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability 60L20 (primary), 60L90, 60H05, 60G15, 91G15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.14529