142 citations · 230 across the 39 of their papers we have counts for
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math.PR2018★ 8 cited
Trajectorial Otto calculus
Ioannis Karatzas, Walter Schachermayer, Bertram Tschiderer
We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by J…
q-fin.TR2018
Theoretical and empirical analysis of trading activity
Mathias Pohl, Alexander Ristig, Walter Schachermayer +1
Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the t…