Malliavin calculus for subordinated Lévy process (Q2201376)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7252615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Malliavin calculus for subordinated Lévy process |
scientific article; zbMATH DE number 7252615 |
Statements
Malliavin calculus for subordinated Lévy process (English)
0 references
29 September 2020
0 references
subordination
0 references
Lévy process
0 references
Clark-Ocone formula
0 references
chaos expansion
0 references
Malliavin derivative
0 references
risk-free hedging
0 references
0 references
0 references
0.7803865671157837
0 references
0.7781967520713806
0 references
0.7643628716468811
0 references
0.7633867859840393
0 references
