scientific article; zbMATH DE number 1971729

MaRDI QIDQ4421376zbMATH OpenFDO

Authors Monique Jeanblanc, Nicolas Privault

Publication date 2002

zbMATH Keywords

Malliavin calculusnormal martingale

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• scientific article; zbMATH DE number 1744954 (Why is no real title available?)
• The European options hedge perfectly in a Poisson-Gaussian stock market model
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