Pages that link to "Item:Q2132538"
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The following pages link to A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538):
Displaying 7 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A functional extension of the Ito formula (Q847101) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)
- Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability (Q6180392) (← links)
- A \(C^1\)-Itô's formula for flows of semimartingale distributions (Q6589702) (← links)
