Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1111/1467-9965.t01-1-00006 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/1467-9965.t01-1-00006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121807603 / rank
 
Normal rank
Property / cites work
 
Property / cites work: White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized clark representation formula, with application to optimal portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4842684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4492756 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/1467-9965.T01-1-00006 / rank
 
Normal rank

Latest revision as of 00:13, 30 December 2024

scientific article; zbMATH DE number 1941974
Language Label Description Also known as
English
Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach
scientific article; zbMATH DE number 1941974

    Statements

    Identifiers