Clark–Ocone type formula for non-semimartingales with finite quadratic variation
Work
Year: 2011
Type: article
Source: Comptes Rendus Mathématique
Authors Cristina Di Girolami, Francesco Russo
Institutions Libera Università Internazionale degli Studi Sociali Guido Carli, École Nationale Supérieure de Techniques Avancées, Institut national de recherche en informatique et en automatique
Cites: 17
Cited by: 23
Related to: 10
FWCI: 2.052
Citation percentile (by year/subfield): 91.92
Subfield: Finance
Domain: Social Sciences
Open Access status: green