Functional Itô calculus (Q5234333)

From MaRDI portal
Revision as of 19:24, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 7110457
Language Label Description Also known as
English
Functional Itô calculus
scientific article; zbMATH DE number 7110457

    Statements

    title
    Functional Itô calculus (English)
    0 references
    author
    Bruno Dupire
    0 references
    publication date
    26 September 2019
    0 references
    zbMATH Keywords
    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

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    35Q91
    0 references
    60G48
    0 references
    zbMATH DE Number
    7110457
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5234333&oldid=29292415"
    Powered by MediaWiki