Anticipative calculus for Lévy processes and stochastic differential equations*
Author:
Affiliation:
1. b Department of Economics and Business Administration , Agder University College , Serviceboks 422, N-4604, Kristiansand, Norway
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10451120410001716880
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1. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
2. A White Noise Approach to a Class of Non-linear Stochastic Heat Equations
3. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
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