Some notes about the martingale representation theorem and their applications (Q4986293)
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scientific article; zbMATH DE number 7339703
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| English | Some notes about the martingale representation theorem and their applications |
scientific article; zbMATH DE number 7339703 |
Statements
SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS (English)
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27 April 2021
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conditional expectation
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derivative pricing
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martingale representation theorem
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optimal hedge ratio
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sensitivity analysis
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serial correlation
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simulation
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stochastic dynamic
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0.7663238644599915
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0.7656691670417786
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0.7576589584350586
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0.7501702904701233
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