Pages that link to "Item:Q5935612"
From MaRDI portal
The following pages link to Using the Donsker delta function to compute hedging strategies (Q5935612):
Displayed 14 items.
- Weak approximations for Wiener functionals (Q363864) (← links)
- Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula (Q429294) (← links)
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Prohorov-type local limit theorems on abstract Wiener spaces (Q1635744) (← links)
- Standardizing densities on Gaussian spaces (Q1640961) (← links)
- Mittag-Leffler analysis. I: Construction and characterization (Q2261950) (← links)
- Optimal insider control and semimartingale decompositions under enlargement of filtration (Q2830713) (← links)
- White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (Q3068105) (← links)
- Some Norm Inequalities for Gaussian Wick Products (Q3578755) (← links)
- Optimal insider control of stochastic partial differential equations (Q4595008) (← links)
- CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580) (← links)
- ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION (Q4822547) (← links)
- On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis (Q5170127) (← links)
- Derivative of the Donsker delta functionals (Q5227162) (← links)