%0 Journal Article
%T Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps
%A Rafa£¿ M. £¿ochowski
%J Mathematics
%D 2015
%I arXiv
%X 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.
%U http://arxiv.org/abs/1508.01269v2