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A discrete-time Clark-Ocone formula for Poisson functionals - MaRDI portal

A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784)

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A discrete-time Clark-Ocone formula for Poisson functionals
scientific article

    Statements

    title
    A discrete-time Clark-Ocone formula for Poisson functionals (English)
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    author
    Takafumi Amaba
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    publication date
    6 August 2015
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    zbMATH Keywords
    discrete-time Clark-Ocone formula
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    stationary Poisson point processes
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    hedging error
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    cites work
    Q2725576
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    Q3996311
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    Q4269108
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    Q3799426
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    Q3992729
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    Q3479316
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    Q3808965
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60G55
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    60G10
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    60F05
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    60F15
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    60G42
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    91G80
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    zbMATH DE Number
    6471113
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    OpenAlex ID
    W2093634961
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