Weak Approximations for Wiener Functionals
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Bibliographic InfoPaper provided by Insper Working Paper, Insper Instituto de Ensino e Pesquisa in its series Insper Working Papers with number wpe_215.
Date of creation: Oct 2010
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-23 (All new papers)
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- Gozzi, Fausto & Russo, Francesco, 2006. "Weak Dirichlet processes with a stochastic control perspective," Stochastic Processes and their Applications, Elsevier, vol. 116(11), pages 1563-1583, November.
- Hans-Peter Bermin, 2002. "A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options," Mathematical Finance, Wiley Blackwell, vol. 12(3), pages 199-218.
- Knight, Frank B., 1997. "Approximation of stopped Brownian local time by diadic crossing chains," Stochastic Processes and their Applications, Elsevier, vol. 66(2), pages 253-270, March.
- Jan Ubøe & Bernt Øksendal & Knut Aase & Nicolas Privault, 2000. "White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance," Finance and Stochastics, Springer, vol. 4(4), pages 465-496.
- Arturo Kohatsu & Montero Miquel, 2003. "Malliavin calculus in finance," Economics Working Papers 672, Department of Economics and Business, Universitat Pompeu Fabra.
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