Browsing School of Mathematical & Computational Sciences by Author "Łochowski, R. M."

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Properties and calculus on price paths in the model-free approach to the mathematical finance

Galane, Lesiba Charles (2021)

Vovk and Shafer, [41], introduced game-theoretic framework for probability in mathematical finance. This is a new trend in financial mathematics in which no probabilistic assumptions on the space of price paths are made. ...