Work

Applications of the Malliavin calculus. II

Year: 1985

Type: article

Source: Institutional Repositories DataBase (IRDB)

DOI: 10.15083/00039520

Authors: Seiichiro Kusuoka, D. W. Stroock

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1482876438

FWCI: 18.15

Cites:

Cited by: 365

Related to: 10