Work

Random Generation of Stochastic Area Integrals

Year: 1994

Type: article

Source: SIAM Journal on Applied Mathematics

DOI: 10.1137/s0036139992235706

Authors: J. G. Gaines, T. J. Lyons

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2034249347

FWCI: 5.726

Cites: 14

Cited by: 99

Related to: 10