Pages that link to "Item:Q2132538"
From MaRDI portal
The following pages link to A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538):
Displaying 4 items.
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)
- Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability (Q6180392) (← links)
- A \(C^1\)-Itô's formula for flows of semimartingale distributions (Q6589702) (← links)