Work

Approximation of continuous time stochastic processes by the local linearization method revisited

Year: 2002

Type: article

Source: Stochastic Analysis and Applications

DOI: 10.1081/sap-120002423

Authors: J. C. Jimenez, R. J. Biscay

Institutions: Instituto de Cibernética Matemática y Física, University of Havana

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2009657998

FWCI: 2.737

Cites: 19

Cited by: 22

Related to: 10