Work

Sur les integrales stochastiques optionnelles et une suite remarquable de formules exponentielles

Year: 1976

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0101123

Author: Marc Yor

Institution: Université de Strasbourg

Language: French

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W160042009

FWCI: 14.55

Cites: 5

Cited by: 24

Related to: 10