An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586): Difference between revisions

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+https://doi.org/10.1080/17442508.2010.542817
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+W1979793306
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@@ Property / cites work @@
+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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+Lévy Processes and Stochastic Calculus
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+On a dual pair of spaces of smooth and generalized random variables
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+Publication:4648586