Research output per year
Research output per year
Research output
- 4 Article
Search results
-
2023
A model‐free approach to continuous‐time finance
Chiu, H. & Cont, R., 15 Mar 2023, In: Mathematical Finance. 33, 2, p. 257–273 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile52 Downloads (Pure) -
2022
Causal functional calculus
Chiu, H. & Cont, R., 8 Oct 2022, In: Transactions of the London Mathematical Society. 9, 1, p. 237-269 33 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile39 Downloads (Pure) -
2018
On pathwise quadratic variation for càdlàg functions
Chiu, H. & Cont, R., 1 Oct 2018, In: Electron. Commun. Probab.. 23, 85Research output: Contribution to journal › Article › peer-review
Open Access -
2015
Subordination of Predictable Compensators
Chiu, H., 23 Oct 2015, In: Stochastic Analysis and Applications.Research output: Contribution to journal › Article › peer-review