Wick–Itô formula for regular processes and applications to the Black and Scholes formula (Q3541205)

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Wick–Itô formula for regular processes and applications to the Black and Scholes formula
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    Wick–Itô formula for regular processes and applications to the Black and Scholes formula (English)
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    25 November 2008
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    fractional Brownian motion
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    Malliavin calculus
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    Wiener chaos expansion
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    Itô formula
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    option pricing
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