White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
Year of publication: |
2000
|
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Other Persons: | Aase, Knut K. (contributor) |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 4, p. 465-496
|
Subject: | Optionspreistheorie | Option pricing theory | Noise Trading | Noise trading | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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