Martingale Representation of Functionals of Lévy Processes (Q4826122)
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scientific article; zbMATH DE number 2114425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Representation of Functionals of Lévy Processes |
scientific article; zbMATH DE number 2114425 |
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Martingale Representation of Functionals of Lévy Processes (English)
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11 November 2004
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Lévy processes
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Poisson random measure
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martingale representation
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hedging
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Malliavin calculus
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