Work

Stochastic Calculus and Applications.

Year: 1984

Type: article

Source: Journal of the Royal Statistical Society Series A (General)

DOI: 10.2307/2981749

Authors: M. H. A. Davis, R. J. Elliott

Institution: Imperial College London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1495787491

FWCI: 3.907

Cites:

Cited by: 79

Related to: 10