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GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE
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 Title & Authors
GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE
Chung, Dong-Myung; Lee, Jeong-Hyun;
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 Abstract
Let $X\;
 Keywords
generalized Brownian motion;Malliavin derivative;Black-Scholes model;Hedging portfolio;
 Language
English
 Cited by
1.
Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral, Archiv der Mathematik, 2016, 106, 6, 591  crossref(new windwow)
2.
A TRANSLATION THEOREM FOR THE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE, Journal of the Korean Mathematical Society, 2016, 53, 5, 991  crossref(new windwow)
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