Establishes existence, uniqueness, NFLVR, completeness via signature span density, and hedging-error decomposition for signature SDEs under summability and exponential-integrability conditions.
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2 Pith papers cite this work. Polarity classification is still indexing.
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Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.
citing papers explorer
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On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
Establishes existence, uniqueness, NFLVR, completeness via signature span density, and hedging-error decomposition for signature SDEs under summability and exponential-integrability conditions.
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Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models
Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.