A model-free approach to continuous-time finance
We present a pathwise approach to continuous-time finance based on causal functional calculus. Our framework does not rely on any probabilistic concept. We introduce a definition of continuous-time self-financing portfolios, which does not rely on any integration concept and show that the value of a...
| Main Authors: | , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Wiley
2023
|