Pages that link to "Item:Q1266791"

The following pages link to An extension of Itô's formula for anticipating processes (Q1266791):

Displaying 22 items.

• A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
• Itô's lemma without non-anticipatory conditions (Q910101) (← links)
• The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus (Q1097576) (← links)
• Stochastic integrals of anticipating processes and predictable dual projections (Q1301341) (← links)
• Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
• Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
• Green formulas in anticipating stochastic calculus (Q1890717) (← links)
• An anticipatory Itô formula (Q1924876) (← links)
• On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
• (Q2712721) (← links)
• Skorokhod and pathwise stochastic calculus with respect to an \(L^2\) process (Q2722256) (← links)
• Itô type stochastic calculus for some anticipating processes driven by a Skorokhod integral process (Q2736688) (← links)
• An extension of the Itô integral (Q2790476) (← links)
• An explicit representation of local times of anticipative processes (Q3978291) (← links)
• An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
• Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus (Q4558891) (← links)
• SMALL-TIME ASYMPTOTICS IN GEOMETRIC ASIAN OPTIONS FOR A STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL (Q4631699) (← links)
• (Q5080606) (← links)
• Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042) (← links)
• Malliavin differentiability of the Heston volatility and applications to option pricing (Q5387081) (← links)
• Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)
• On the Itô-Alekseev-Gröbner formula for stochastic differential equations (Q6596220) (← links)