A model‐free approach to continuous‐time finance
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2023/01/16
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Journal
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Indian UGC (journal)
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Refrences21
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Citations1
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Henry Chiu Department of Mathematics Imperial College London London UK ORCID (unauthenticated)
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Rama Cont Mathematical Institute University of Oxford Oxford UK
Abstract
Cite
Chiu, Henry, and Rama Cont. “A model‐free Approach to continuous‐time Finance”. Mathematical Finance, vol. 33, no. 2, 2023, pp. 257-73, https://doi.org/10.1111/mafi.12370.
Chiu, H., & Cont, R. (2023). A model‐free approach to continuous‐time finance. Mathematical Finance, 33(2), 257-273. https://doi.org/10.1111/mafi.12370
Chiu, Henry, and Rama Cont. “A model‐free Approach to continuous‐time Finance”. Mathematical Finance 33, no. 2 (2023): 257-73. https://doi.org/10.1111/mafi.12370.
Chiu H, Cont R. A model‐free approach to continuous‐time finance. Mathematical Finance. 2023;33(2):257-73.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
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| On pathwise quadratic variation for cadlag functions | 2018 | |||
| Calcul d'Ito sans probabilitiés | 1981 | |||
| Continuous‐time finance | 1992 | |||
| Games of pursuit | 1951 | |||
| Causal functional calculus | Transactions of the London Mathematical Society |
| 4 | 2022 |
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Futures Replication and the Law of One Futures Price | SSRN Electronic Journal | 2015 |
Citations Analysis
The first research to cite this article was titled Futures Replication and the Law of One Futures Price and was published in 2015. The most recent citation comes from a 2015 study titled Futures Replication and the Law of One Futures Price. This article reached its peak citation in 2015, with 1 citations. It has been cited in 1 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.