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Henry Chiu
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  • Publications
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Henry Chiu
  • Summary
  • Publications
  • Talks
  • Grants
  • More
    • Summary
    • Publications
    • Talks
    • Grants
  • Chiu H, Cont R, 2023, A model-free approach to continuous-time finance, Mathematical Finance, Vol:33, ISSN:0960-1627, pp. 257-273 

  • Chiu H, Cont R, 2022, Causal functional calculus, Transactions of the London Mathematical Society, Vol:9, ISSN:2052-4986, pp. 237-269 

  • Chiu H, 2021, Functional calculus for cadlag paths and applications to model-free finance, Phd Thesis, Imperial College London

  • Chiu H, Cont R, 2018, On pathwise quadratic variation for càdlàg functions, Electronic Communications in Probability, Vol:23, pp. 1-12

  • Chiu H, 2015, Subordination of Predictable Compensators, Stochastic Analysis and Applications, Vol:33, ISSN:0736-2994, pp. 1050-1055

Source: Google Scholar

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