On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404): Difference between revisions
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Revision as of 20:36, 19 April 2024
scientific article; zbMATH DE number 6156470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process |
scientific article; zbMATH DE number 6156470 |
Statements
On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (English)
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22 April 2013
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Kunita-Watanabe decomposition
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Föllmer-Schweizer decomposition
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mean-variance hedging
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processes with independent increments
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Fourier transforms
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characteristic function
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