Functional Itô calculus (Q5234333): Difference between revisions

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+Semimartingale integral representation
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+The Pricing of Options and Corporate Liabilities
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+Stochastic Equations in Infinite Dimensions
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Q4905685
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+The Mathematics of Financial Derivatives
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