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White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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Publications
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
Authors:
KA
Knut Aase
Knut Aase
Bernt Øksendal
Bernt Øksendal
NP
Nicolas Privault
Nicolas Privault
JU
Jan Ubøe
Jan Ubøe
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1 August 2000
journal article
research article
Published by
Springer Nature
in
Finance and Stochastics
Vol. 4
(4)
,
465-496
DOI:
10.1007/pl00013528
Abstract
No abstract available
Keywords
MATHEMATICS SUBJECT CLASSIFICATION (1991): 60H40
60G20
Cited
Cited by 123 articles
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