Kateregga, M.; Mataramvura, S.; Taylor, D. - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-25
process (L t ) tÏ0 with (0,1]. The results are derived using Malliavin integration by parts formula. We derive representation … summary, the motivation and contribution of this paper demonstrates that the Malliavin integration by parts representation …