Malliavin calculus for subordinated Lévy process (Q2201376)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus for subordinated Lévy process |
scientific article |
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Malliavin calculus for subordinated Lévy process (English)
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29 September 2020
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subordination
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Lévy process
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Clark-Ocone formula
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chaos expansion
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Malliavin derivative
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risk-free hedging
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