Continuous-time trading and the emergence of randomness

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)455-466
Number of pages12
JournalStochastics: an international journal of probablitiy and stochastic processes
Volume81
Issue number5
DOIs
Publication statusPublished - 2009

Keywords

  • game-theoretic probability
  • continuous time
  • sample path properties
  • level sets of sample paths
  • non-increase of sample paths

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