Convex comparison inequalities for non-Markovian stochastic integrals (Q5410810): Difference between revisions

@@ Property / author @@
-Nicolas Privault
@@ Property / author: Nicolas Privault / rank @@
-Normal rank
@@ Property / author @@
+Nicolas Privault
@@ Property / author: Nicolas Privault / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2012.659666
+Normal rank
@@ Property / OpenAlex ID @@
+W1980878752
@@ Property / OpenAlex ID: W1980878752 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex ordering for random vectors using predictable representation
+Normal rank
@@ Property / cites work @@
+Comparison of option prices in semimartingale models
+Normal rank
@@ Property / cites work @@
+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Convex concentration inequalities and forward-backward stochastic calculus
+Normal rank
@@ Property / cites work @@
+On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank