White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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Publication:5926477
DOI10.1007/PL00013528zbMath0963.60065OpenAlexW2079650617MaRDI QIDQ5926477
Jan Ubøe, Knut Kristian Aase, Bernt Øksendal, Nicolas Privault
Publication date: 1 March 2001
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00013528
Clark-Haussmann-Ocone formulaMalliavin calculusPoissonian Black-Scholes type marketwhite noise analysisWick product
Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized stochastic processes (60G20) White noise theory (60H40)
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