Pages that link to "Item:Q1326273"

The following pages link to Forward, backward and symmetric stochastic integration (Q1326273):

Displaying 41 items.

• ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES (Q3523520) (← links)
• Wick–Itô formula for regular processes and applications to the Black and Scholes formula (Q3541205) (← links)
• Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141) (← links)
• An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
• On forward stochastic integrals over the loop space (Q4542852) (← links)
• (Q4632785) (← links)
• Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (Q4633300) (← links)
• A simple comparison between Skorokhod & Russo-Vallois integration for insider trading (Q4639180) (← links)
• ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q5051912) (← links)
• Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
• Viable insider markets (Q5087037) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• Analysis of the Rosenblatt process (Q5190284) (← links)
• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
• Forward integrals and SDE with fractal noise (Q5239186) (← links)
• PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
• Forward integration, convergence and non-adapted pointwise multipliers (Q5247187) (← links)
• Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time (Q5268389) (← links)
• Gradient-type noises I–partial and hybrid integrals (Q5321888) (← links)
• MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
• Optimal Smooth Portfolio Selection for an Insider (Q5440646) (← links)
• MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES (Q5462131) (← links)
• Stochastic differential equations with fractal noise (Q5463655) (← links)
• A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER (Q5472780) (← links)
• UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET (Q5472782) (← links)
• Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
• On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs (Q5859962) (← links)
• Representation of solutions to sticky stochastic differential equations (Q5887748) (← links)
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
• On the fractional stochastic integration for random non-smooth integrands (Q6046005) (← links)
• Forward integration of bounded variation coefficients with respect to Hölder continuous processes (Q6103218) (← links)
• Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes (Q6120831) (← links)
• Stochastic controls of fractional Brownian motion (Q6123178) (← links)
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
• Convergence of trapezoid rule to rough integrals (Q6187888) (← links)
• Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280) (← links)
• A \(C^1\)-Itô's formula for flows of semimartingale distributions (Q6589702) (← links)
• Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view (Q6592143) (← links)
• Quasilinear rough evolution equations (Q6620068) (← links)
• Notion of quadratic variation in Banach spaces (Q6637015) (← links)
• Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion (Q6660188) (← links)