Work

Stochastic Calculus with Respect to Gaussian Processes

Year: 2017

Type: article

Source: Potential Analysis

DOI: 10.1007/s11118-017-9671-5

Author: Joachim Lebovits

Institutions: Centre National de la Recherche Scientifique, Heidelberg University, Université Sorbonne Paris Nord, Sorbonne Paris Cité, Laboratoire Analyse, Géométrie et Applications

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W107147803

FWCI: 1.943

Cites: 37

Cited by: 16

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