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- W2205362858 abstract "We prove that typical (in the model-free finance setting) price paths with jumps may be uniformly approximated with accuracy $c>0$ by paths whose total variation is of order $1/c.$ A more precise result is obtained for semimartingales with jumps." @default.
- W2205362858 created "2016-06-24" @default.
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- W2205362858 date "2015-08-06" @default.
- W2205362858 modified "2023-10-06" @default.
- W2205362858 title "Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps" @default.
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