A Clark-Ocone formula for temporal point processes and applications (Q1681607)
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scientific article; zbMATH DE number 6812205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Clark-Ocone formula for temporal point processes and applications |
scientific article; zbMATH DE number 6812205 |
Statements
A Clark-Ocone formula for temporal point processes and applications (English)
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24 November 2017
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Clark-Ocone formula
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point processes
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Malliavin calculus
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conditional intensity
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deviation inequalities
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option hedging
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