An extension of the Clark–Haussmann formula and applications (Q5087031)
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scientific article; zbMATH DE number 7554644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the Clark–Haussmann formula and applications |
scientific article; zbMATH DE number 7554644 |
Statements
An extension of the Clark–Haussmann formula and applications (English)
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8 July 2022
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Clark-Haussmann formula
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Ornstein-Uhlenbeck process
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multi-dimensional stock market
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state price density
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mean variance optimization
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