Weak approximation of martingale representations (Q5962610): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1762184644
@@ Property / OpenAlex ID: W1762184644 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00383
@@ Property / arXiv ID: 1501.00383 / rank @@
+Normal rank
@@ Property / cites work @@
+A generalized formula of Ito and some other properties of stochastic flows
+Normal rank
@@ Property / cites work @@
+Malliavin Greeks without Malliavin calculus
@@ Property / cites work: Malliavin Greeks without Malliavin calculus / rank @@
+Normal rank
@@ Property / cites work @@
+The Representation of Functionals of Brownian Motion by Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+Functional Itō calculus and stochastic integral representation of martingales
+Normal rank
@@ Property / cites work @@
+A functional extension of the Ito formula
@@ Property / cites work: A functional extension of the Ito formula / rank @@
+Normal rank
@@ Property / cites work @@
+Change of variable formulas for non-anticipative functionals on path space
+Normal rank
@@ Property / cites work @@
+Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs
+Normal rank
@@ Property / cites work @@
+Functionals of diffusion processes as stochastic integrals
+Normal rank
@@ Property / cites work @@
+Malliavin Monte Carlo Greeks for jump diffusions
@@ Property / cites work: Malliavin Monte Carlo Greeks for jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+A short proof of a martingale representation result
+Normal rank
@@ Property / cites work @@
+A new approach to the martingale representation theorem
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte Carlo methods in finance
+Normal rank
@@ Property / cites work @@
+Computation of Greeks for barrier and look-back options using Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Discrete Sampling of Functionals of Ito Processes
@@ Property / cites work: Discrete Sampling of Functionals of Ito Processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the integral representation of functionals of ltd processest
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Explicit form and robustness of martingale representations.
+Normal rank
@@ Property / cites work @@
+An extension of clark' formula
@@ Property / cites work: An extension of clark' formula / rank @@
+Normal rank
@@ Property / cites work @@
+Q3374063
@@ Property / cites work: Q3374063 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak approximations for Wiener functionals
@@ Property / cites work: Weak approximations for Wiener functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Q3626836
@@ Property / cites work: Q3626836 / rank @@
+Normal rank
@@ Property / cites work @@
+Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+Numerical probability. An introduction with applications to finance
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Discretization and simulation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank