Answers are grounded in this paper and cite their sources.
In this paper, we consider the integral of a stochastic process with respect of a sequence of square integrable semimartingales. By this integrals, we construct a reproducing kernel Hilbert space and study the correspondence between this space with the concepts of arbitrage and viability in mathematical finance.
No takes yet. Share an insight, caveat, or question.
Sababe et al. (2021) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: