A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591): Difference between revisions

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+MaRDI publication profile
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+Normal rank
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+The Representation of Functionals of Brownian Motion by Stochastic Integrals
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+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
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+Optimization Problems in the Theory of Continuous Trading
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@@ Property / cites work @@
+An extension of clark' formula
@@ Property / cites work: An extension of clark' formula / rank @@
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@@ Property / cites work @@
+Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup>
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@@ Property / cites work @@
+A generalized clark representation formula, with application to optimal portfolios
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s021902490100119x
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+W2099229002
@@ Property / OpenAlex ID: W2099229002 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3523591