Pages that link to "Item:Q4826122"

The following pages link to Martingale Representation of Functionals of Lévy Processes (Q4826122):

Displaying 24 items.

• Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
• Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator (Q537698) (← links)
• Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
• Poisson process Fock space representation, chaos expansion and covariance inequalities (Q718899) (← links)
• On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
• A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility (Q1009405) (← links)
• Clark-Ocone formula and variational representation for Poisson functionals (Q1019087) (← links)
• A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184) (← links)
• Lévy-Ito models in finance (Q2039766) (← links)
• Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
• Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
• Malliavin calculus for subordinated Lévy process (Q2201376) (← links)
• Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling (Q2291964) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• Lévy white noise calculus based on interaction exponents (Q2583151) (← links)
• Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883) (← links)
• Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
• HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
• The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
• An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586) (← links)
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes (Q5221392) (← links)
• An anticipating calculus for square integrable pure jump Levy processes (Q5430542) (← links)
• Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
• Stochastic viscosity solutions for stochastic integral-partial differential equations (Q5855645) (← links)