Properties and calculus on price paths in the model-free approach to the mathematical finance
Thesis (Ph.D. (Applied Mathematics)) -- University of Limpopo, 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. The o...
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| Format: | Others |
| Language: | en |
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2021
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| Online Access: | http://hdl.handle.net/10386/3354 |