Work

Chaotic and predictable representations for Lévy processes

Year: 2000

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(00)00035-1

Authors: David Nualart, Wim Schoutens

Institutions: Universitat de Barcelona, KU Leuven

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2004440142

FWCI: 10.34

Cites: 15

Cited by: 253

Related to: 10