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Preview Clark-Ocone type formula for non-semimartingales with finite ... pdf file

Oct 26, 2010 ... arXiv:1005.3608v2 [math. ... Banach space B using the language of stochastic calculus via ... Keywords: Calculus via regularization, Infinite dimensional analysis, Clark-Ocone formula, Itô formula, Quadratic ...... Robust option replication for a Black-Scholes model extended with nondeterministic trends. J.



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