3 citations · 3 across the 1 of their papers we have counts for
2 papers
q-fin.MF2022★ 3 cited
A model-free approach to continuous-time finance
Henry Chiu, Rama Cont
We present a non-probabilistic, pathwise approach to continuous-time finance based on causal functional calculus. We introduce a definition of self-financing, free from any integra…
math.PR2018
On pathwise quadratic variation for cadlag functions
Henry Chiu, Rama Cont
We revisit H. Foellmer's concept of quadratic variation of a cadlag function along a sequence of time partitions and discuss its relation with the Skorokhod topology. We show that…