SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS (Q4986293)
From MaRDI portal
scientific article; zbMATH DE number 7339703
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
27 April 2021
0 references
conditional expectation
0 references
derivative pricing
0 references
martingale representation theorem
0 references
optimal hedge ratio
0 references
sensitivity analysis
0 references
serial correlation
0 references
simulation
0 references
stochastic dynamic
0 references