Work

Multiple stochastic integrals with dependent integrators

Year: 1987

Type: article

Source: Journal of Multivariate Analysis

DOI: 10.1016/0047-259x(87)90101-1

Authors: Robert Fox, Murad S. Taqqu

Institution: Cornell University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1967079735

FWCI: 1.101

Cites: 13

Cited by: 56

Related to: 10