A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184): Difference between revisions

@@ Property / author @@
-Rahman Farnoosh
@@ Property / author: Rahman Farnoosh / rank @@
-Normal rank
@@ Property / author @@
-Minoo Bakhshmohammadlou
@@ Property / author: Minoo Bakhshmohammadlou / rank @@
-Normal rank
@@ Property / author @@
+Rahman Farnoosh
@@ Property / author: Rahman Farnoosh / rank @@
+Normal rank
@@ Property / author @@
+Minoo Bakhshmohammadlou
@@ Property / author: Minoo Bakhshmohammadlou / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s41980-018-0120-z
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@@ Property / OpenAlex ID @@
+W2784815222
@@ Property / OpenAlex ID: W2784815222 / rank @@
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@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
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+Q3815091
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+Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
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+Poisson calculus for spatial neutral to the right processes
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+A generalized clark representation formula, with application to optimal portfolios
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+The Variance Gamma Process and Option Pricing
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+An extension of the Clark–Ocone formula under benchmark measure for Lévy processes
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+Malliavin calculus in Lévy spaces and applications to finance.
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+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
+Normal rank