Functional Itô calculus (Q5234333): Difference between revisions

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+https://doi.org/10.1080/14697688.2019.1575974
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+W3124086936
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+Semimartingale integral representation
@@ Property / cites work: Semimartingale integral representation / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
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+Publication:5234333