Before revision: This note gives a simple construction of the pathwise stochastic integral \int_0^t\phi d\omega for a continuous integrand \phi whose variation index is finite and a continuous price path \omega as integrator.
After revision: This note gives a simple construction of the pathwise It\^o integral \int_0^t\phi d\omega for a continuous integrand \phi whose variation index is finite and a continuous price path \omega as integrator.