Search results
From MaRDI portal
- de/entity/Q5383663 2019-06-21 Paper ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK 2017-10-20 Paper Essential norm of generalized weighted...10 bytes (16 words) - 06:08, 7 October 2023
- application 2018-11-15 Paper ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK 2017-10-20 Paper Bilinear Calderón-Zygmund operators...10 bytes (17 words) - 21:51, 9 December 2023
- differential equations and integral-partial differential equations 1997-12-14 Paper Anticipative Girsanov transformations and Skorohod stochastic differential...10 bytes (16 words) - 16:01, 11 December 2023
- Central limit theorems for sequences of multiple stochastic integrals 2006-08-03 Paper Wick-Itô Formula for Gaussian Processes 2006-07-13 Paper Optimal investment...10 bytes (17 words) - 11:56, 9 December 2023
- control of stochastic Volterra integral equations 2022-07-22 Paper New approach to optimal control of stochastic Volterra integral equations 2022-07-08 Paper...10 bytes (18 words) - 14:45, 7 December 2023
- analysis and modeling of Ethernet traffic measurements 2008-11-25 Paper Wick–Itô formula for regular processes and applications to the Black and Scholes...10 bytes (19 words) - 18:19, 8 December 2023
- theorem 2020-05-07 Paper WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE 2020-02-24 Paper KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL...10 bytes (17 words) - 15:58, 8 December 2023
- Paper Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem 2010-04-30 Paper Wick calculus for nonlinear...10 bytes (16 words) - 07:43, 9 December 2023
- Zhaoqiang Yang Publication date: 21 June 2019 zbMATH Keywords Wick-Itô-Skorohod integral; mixed jump-diffusion fractional Brownian motion; critical exercise...15 bytes (50 words) - 01:51, 9 February 2024
- option; mixed jump-diffusion fractional Brownian motion; fractional Wick-Itô-Skorohod integral; Merton assumptions Mathematics Subject Classification ID DB lookup...15 bytes (64 words) - 16:38, 7 February 2024
- asymptotic behavior; fundamental solutions; optimal stopping problem; Wick-Itô-Skorohod integral; mixed jump-diffusion fractional Brownian motion Mathematics Subject...15 bytes (71 words) - 12:34, 8 February 2024
- incomplete market; Black-Scholes model; discrete time hedging; Wick-Itô-Skorohod integral Mathematics Subject Classification ID 62P05: Applications of statistics...15 bytes (91 words) - 11:25, 30 January 2024
- convergence in law; pathwise integral; Skorohod integral; white noise theory; multifractional Brownian motions; Wick-Itō integral Mathematics Subject Classification...15 bytes (85 words) - 22:51, 2 February 2024
