2 papers
math.CA2001
Quadratic variation, p-variation and integration with applications to stock price modelling
Rimas Norvaisa
The paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutio…
math.PR2000
Modelling of stock price changes: a real analysis approach
Rimas Norvaisa
The paper discusses a path-wise approach to stock price modelling.