Functional Itô calculus (Q5234333): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697688.2019.1575974 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124086936 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semimartingale integral representation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Mathematics of Financial Derivatives / rank
 
Normal rank

Latest revision as of 12:45, 20 July 2024

scientific article; zbMATH DE number 7110457
Language Label Description Also known as
English
Functional Itô calculus
scientific article; zbMATH DE number 7110457

    Statements

    Functional Itô calculus (English)
    0 references
    0 references
    26 September 2019
    0 references
    path dependent functionals and options
    0 references
    functional Itô and Feynman-Kac formulae
    0 references
    Martingale representation
    0 references
    functional PDE
    0 references
    delta hedging
    0 references
    model impact
    0 references
    submartingale bounds
    0 references

    Identifiers