Pages that link to "Item:Q1266791"
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The following pages link to An extension of Itô's formula for anticipating processes (Q1266791):
Displaying 11 items.
- A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
- Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
- On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility (Q2463722) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus (Q4558891) (← links)
- SMALL-TIME ASYMPTOTICS IN GEOMETRIC ASIAN OPTIONS FOR A STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL (Q4631699) (← links)
- Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (Q5087042) (← links)
- Malliavin differentiability of the Heston volatility and applications to option pricing (Q5387081) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)
- On the Itô-Alekseev-Gröbner formula for stochastic differential equations (Q6596220) (← links)
