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20172024
most citedOn the quadratic variation of the model-free price paths with jumps

1 citations · 1 across the 4 of their papers we have counts for

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q-fin.GN2021

BDG inequalities and their applications for model-free continuous price paths with instant enforcement

Rafał M. Łochowski

Shafer and Vovk introduce in their book \cite{ShaferVovk:2018} the notion of \emph{instant enforcement} and \emph{instantly blockable} properties. However, they do not associate th…