The following pages link to An extension of clark' formula (Q3986611):
Displaying 30 items.
- Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula (Q429294) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- A functional extension of the Ito formula (Q847101) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- Integral representation of renormalized self-intersection local times (Q999853) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Differentiable measures and the Malliavin calculus (Q1288049) (← links)
- Semimartingale integral representation (Q1356375) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Optimal trading strategy for an investor: the case of partial information (Q1805777) (← links)
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
- A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- The Clark-Ocone formula for vector valued Wiener functionals (Q2577512) (← links)
- Malliavin calculus for marked binomial processes and applications (Q2679546) (← links)
- Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- Utility Maximization Under Bounded Expected Loss (Q3396371) (← links)
- A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591) (← links)
- Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging (Q3592748) (← links)
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes (Q4409037) (← links)
- Hedging lookback and partial lookback options using Malliavin calculus (Q4541589) (← links)
- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976) (← links)
- Optimal portfolio policies under bounded expected loss and partial information (Q5962146) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
- On the stochastic integral representation of Brownian functionals (Q6111386) (← links)
