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Search: subject:"Clark–Ocone formula"
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Clark-Ocone formula
2
Calculus via regularization
1
Dirichlet processes
1
Enlargement of filtration
1
FBSDE
1
Infinite dimensional analysis
1
Itô formula
1
Kolmogorov equation
1
Quadratic variation
1
Stochastic partial differential equations
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Tensor analysis
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asymmetric information
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influent investor
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insider trading
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martingale representation
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quadratic hedging
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risk minimization
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English
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Eyraud-Loisel, Anne
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Fabbri, Giorgio
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Girolami, Cristina Di
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Russo, Francesco
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Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
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HAL
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The covariation for Banach space valued processes and applications
Girolami, Cristina Di
;
Fabbri, Giorgio
;
Russo, Francesco
-
Centre d'Études des Politiques Économiques (EPEE), …
-
2013
Banach spaces. Two main applications are mentioned: one related to
Clark-Ocone
formula
for finite quadratic variation …
Persistent link: https://www.econbiz.de/10010640911
Saved in:
2
Quadratic hedging in an incomplete market derived by an influent informed investor
Eyraud-Loisel, Anne
-
HAL
-
2009
incomplete to the non informed agent. The obtained results, by means of Malliavin calculus and
Clark-Ocone
Formula
, as well as …
Persistent link: https://www.econbiz.de/10008793934
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