Pages that link to "Item:Q3859043"
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The following pages link to Functionals of diffusion processes as stochastic integrals (Q3859043):
Displaying 11 items.
- The martingale maximum principle and the allocation of labour surplus (Q579105) (← links)
- A short proof of a martingale representation result (Q1103266) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Differentiable measures and the Malliavin calculus (Q1288049) (← links)
- A simplified proof of the representation of functionals of diffusions (Q1823544) (← links)
- On volatility of prices in arbitrage-free markets (Q1904628) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup> (Q3330239) (← links)
- Generalized multiple stochastic integrals and the representation of wiener functionals (Q3782540) (← links)
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions (Q3889862) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
