Malliavin calculus for subordinated Lévy process (Q2201376)
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scientific article; zbMATH DE number 7252615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Malliavin calculus for subordinated Lévy process |
scientific article; zbMATH DE number 7252615 |
Statements
Malliavin calculus for subordinated Lévy process (English)
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29 September 2020
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subordination
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Lévy process
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Clark-Ocone formula
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chaos expansion
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Malliavin derivative
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risk-free hedging
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0.7803865671157837
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0.7781967520713806
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0.7643628716468811
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0.7633867859840393
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