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researcher

David J. Prömel

6 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author4

Across the 5 of 6 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • q-fin.MF1
  • stat.ML1
ORCID 0000-0001-7028-7500

identity via Semantic Scholar / OpenAlex

activity
20142025
most citedLocal times for typical price paths and pathwise Tanaka formulas

32 citations · 32 across the 6 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2014★ 32 cited

Local times for typical price paths and pathwise Tanaka formulas

Nicolas Perkowski, David J. Prömel

Following a hedging based approach to model free financial mathematics, we prove that it should be possible to make an arbitrarily large profit by investing in those one-dimensiona…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.