A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784)
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scientific article; zbMATH DE number 6471113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A discrete-time Clark-Ocone formula for Poisson functionals |
scientific article; zbMATH DE number 6471113 |
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A discrete-time Clark-Ocone formula for Poisson functionals (English)
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6 August 2015
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discrete-time Clark-Ocone formula
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stationary Poisson point processes
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hedging error
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0.9205305
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0.8626231
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0.8607877
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0.85676223
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0.85644865
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0.8561072
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