35 citations · 144 across the 25 of their papers we have counts for
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math.PR2015★ 27 cited
Rough differential equations driven by signals in Besov spaces
David J. Prömel, Mathias Trabs
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrol…
q-fin.MF2015
Pathwise super-replication via Vovk's outer measure
Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann +2
Since Hobson's seminal paper [D. Hobson: Robust hedging of the lookback option. In: Finance Stoch. (1998)] the connection between model-independent pricing and the Skorokhod embedd…