Search for dissertations about: "Clark-Ocone formula"
Found 1 swedish dissertation containing the words Clark-Ocone formula.
-
1. Essays on Lookback and Barrier Options - A Malliavin Calculus Approach
Abstract : This thesis consists of four theoretical essays on contingent claim analysis and its connection to Malliavin calculus. The first three papers are analyzed in the famous Black and Scholes model, while the setup of the fourth paper involves an international environment and the presence of exchange rates. READ MORE
Result pages:
1