Functional Itô calculus (Q5234333)
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scientific article; zbMATH DE number 7110457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional Itô calculus |
scientific article; zbMATH DE number 7110457 |
Statements
Functional Itô calculus (English)
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26 September 2019
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path dependent functionals and options
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functional Itô and Feynman-Kac formulae
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Martingale representation
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functional PDE
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delta hedging
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model impact
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submartingale bounds
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