White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (Q3068105): Difference between revisions
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| Property / cites work: White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance / rank | |||
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| Property / cites work: FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE / rank | |||
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Latest revision as of 16:06, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | White Noise Generalization of the Clark-Ocone Formula Under Change of Measure |
scientific article |
Statements
White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (English)
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13 January 2011
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change of measure
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Clark-Ocone formula
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(Hida) Malliavin derivative
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Malliavin calculus
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