Pages that link to "Item:Q5926477"

The following pages link to White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance (Q5926477):

Displayed 50 items.

• Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) ‎ (← links)
• Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) ‎ (← links)
• A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) ‎ (← links)
• Annihilation-derivative, creation-derivative and representation of quantum martingales (Q842414) ‎ (← links)
• Pricing participating products under a generalized jump-diffusion model (Q936992) ‎ (← links)
• Hedging using simulation: a least squares approach (Q956433) ‎ (← links)
• A smooth approach to Malliavin calculus for Lévy processes (Q1028615) ‎ (← links)
• White noise analysis for Lévy processes. (Q1425153) ‎ (← links)
• Explicit characterizations of financial prices with history-dependent utility (Q1602940) ‎ (← links)
• Malliavin differentiability of indicator functions on canonical Lévy spaces (Q1640949) ‎ (← links)
• Linear Volterra backward stochastic integral equations (Q1713471) ‎ (← links)
• Integration by parts and martingale representation for a Markov chain (Q1724128) ‎ (← links)
• Complex dynamics of credit risk contagion with time-delay and correlated noises (Q1724149) ‎ (← links)
• Stochastic partial differential equations driven by Lévy space-time white noise. (Q1879918) ‎ (← links)
• Singular control of stochastic Volterra integral equations (Q2157866) ‎ (← links)
• Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) ‎ (← links)
• Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914) ‎ (← links)
• Market viability and martingale measures under partial information (Q2340293) ‎ (← links)
• Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) ‎ (← links)
• A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) ‎ (← links)
• Hedging options in market models modulated by the fractional Brownian motion (Q2758167) ‎ (← links)
• An implementation problem for boson fields and quantum Girsanov transform (Q2820923) ‎ (← links)
• BIFURCATION AND CHAOTIC BEHAVIOR OF CREDIT RISK CONTAGION BASED ON FITZHUGH–NAGUMO SYSTEM (Q2864940) ‎ (← links)
• Portfolio optimization under model uncertainty and BSDE games (Q2866379) ‎ (← links)
• Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883) ‎ (← links)
• ON STOCHASTIC GENERALIZED FUNCTIONS (Q3013571) ‎ (← links)
• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488) ‎ (← links)
• White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (Q3068105) ‎ (← links)
• Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) ‎ (← links)
• Quantum stochastic integral representations of Fock space operators (Q3396075) ‎ (← links)
• RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795) ‎ (← links)
• Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions (Q3518570) ‎ (← links)
• FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (Q3519916) ‎ (← links)
• <i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (Q3611813) ‎ (← links)
• A new approach to the martingale representation theorem (Q3647587) ‎ (← links)
• Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038) ‎ (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q4467379) ‎ (← links)
• A Hida–Malliavin white noise calculus approach to optimal control (Q4554053) ‎ (← links)
• Optimal portfolio positioning within generalized Johnson distributions (Q4555123) ‎ (← links)
• Optimal insider control of stochastic partial differential equations (Q4595008) ‎ (← links)
• An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586) ‎ (← links)
• INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES (Q4673124) ‎ (← links)
• Martingale Representation of Functionals of Lévy Processes (Q4826122) ‎ (← links)
• On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) ‎ (← links)
• Wick calculus for vector-valued Gaussian white noise unctionals (Q5029384) ‎ (← links)
• New approach to optimal control of stochastic Volterra integral equations (Q5087030) ‎ (← links)
• Viable insider markets (Q5087037) ‎ (← links)
• On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis (Q5170127) ‎ (← links)
• Characterization of S-transform for general construction of infinite-dimensional distributions (Q5234911) ‎ (← links)
• Analytic characterizations of infinite dimensional distributions (Q5276028) ‎ (← links)