A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A discrete-time Clark-Ocone formula for Poisson functionals |
scientific article; zbMATH DE number 6471113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A discrete-time Clark-Ocone formula for Poisson functionals |
scientific article; zbMATH DE number 6471113 |
Statements
A discrete-time Clark-Ocone formula for Poisson functionals (English)
0 references
6 August 2015
0 references
discrete-time Clark-Ocone formula
0 references
stationary Poisson point processes
0 references
hedging error
0 references
0 references
0 references
0 references
0 references
0 references
0.9205305
0 references
0 references
0.8626231
0 references
0.8607877
0 references
0.85676223
0 references
0.85644865
0 references
0.8561072
0 references
