Pages that link to "Item:Q4648586"
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The following pages link to An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586):
Displaying 5 items.
- Malliavin differentiability of indicator functions on canonical Lévy spaces (Q1640949) (← links)
- A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184) (← links)
- (Q4459011) (← links)
- Martingale Representation of Functionals of Lévy Processes (Q4826122) (← links)
- A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization (Q6630706) (← links)