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zbMath1208.60070MaRDI QIDQ3397483

Giulia Di Nunno, Bernt Øksendal

Publication date: 22 September 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Fourier transform incomplete market white noise Donsker delta function non-hedgeable claim

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) White noise theory (60H40) Random measures (60G57)

Related Items (4)

Viable insider markets ⋮ Optimal insider control of stochastic partial differential equations ⋮ A financial market with singular drift and no arbitrage ⋮ A Donsker delta functional approach to optimal insider control and applications to finance

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