A generalized clark representation formula, with application to optimal portfolios (Q3349710)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized clark representation formula, with application to optimal portfolios |
scientific article |
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A generalized clark representation formula, with application to optimal portfolios (English)
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1991
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Sobolev spaces on Wiener space
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Clark's representation formula
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Girsanov's transformation
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optimal portfolios
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