Functional Itô calculus (Q5234333): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 23:49, 19 March 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
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
