14 citations · 68 across the 25 of their papers we have counts for
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q-fin.MF2015★ 5 cited
Integration with respect to model-free price paths with jumps
Rafał M. Łochowski
For every adapted, càglàd process (strategy) and typical càdlàg price paths whose jumps satisfy some mild growth condition we define integral as a limit of simple in…
math.PR2015★ 3 cited
Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps
Rafał M. Łochowski
We prove that typical (in the model-free finance setting) price paths with jumps may be uniformly approximated with accuracy by paths whose total variation is of order …
math.CA2015★ 5 cited
On a generalisation of the Banach indicatrix theorem
Rafał M. Łochowski
We prove that for any regulated function and the infimum of the total variations of functions approximating with accuracy $c…