Work

An extension of Ito's formula for elliptic diffusion processes

Year: 1997

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(97)00026-4

Authors: Xavier Bardina, Maria Jolis

Institution: Universitat Autònoma de Barcelona

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1982139094

FWCI: 1.622

Cites: 12

Cited by: 20

Related to: 10