GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE (Q5473081)
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scientific article; zbMATH DE number 5034050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE |
scientific article; zbMATH DE number 5034050 |
Statements
GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE (English)
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19 June 2006
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Clark-Ocone formula
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hedging portfolio
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