Pages that link to "Item:Q3592748"
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The following pages link to Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging (Q3592748):
Displaying 4 items.
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
- On the stochastic integral representation of Brownian functionals (Q6111386) (← links)
- On martingale representations of non-smooth Brownian functionals (Q6579977) (← links)
