Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock's formulas
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- Anna Frolova & Serguei Pergamenshchikov & Yuri Kabanov, 2002. "In the insurance business risky investments are dangerous," Finance and Stochastics, Springer, vol. 6(2), pages 227-235.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-13 (All new papers)
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