Work

A comparison of the Ito and Stratonovich formulations of problems in finance

Year: 1981

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/0165-1889(81)90026-9

Authors: Suresh P. Sethi, John P. Lehoczky

Institutions: The University of Texas at Dallas, Carnegie Mellon University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2036217864

FWCI:

Cites: 9

Cited by: 25

Related to: 10