Pages that link to "Item:Q3502795"
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The following pages link to RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795):
Displaying 5 items.
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Martingale representations for functionals of Lévy processes (Q746050) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- The calculus of variations for processes with independent increments (Q1011026) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
