WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (Q4226862): Difference between revisions

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+Chaotic representation for finite markov chains
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
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+Optimal delta-hedging under transactions costs
@@ Property / cites work: Optimal delta-hedging under transactions costs / rank @@
+Normal rank
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+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
+Normal rank
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+Q4794153
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+Normal rank
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+Martingales and arbitrage in multiperiod securities markets
+Normal rank
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+Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
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+The Homogeneous Chaos
@@ Property / cites work: The Homogeneous Chaos / rank @@
+Normal rank