Work

Itô's lemma without non-anticipatory conditions

Year: 1991

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/bf01193581

Authors: Joachim Asch, Jürgen Potthoff

Institutions: Technische Universität Berlin, Louisiana State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2093645503

FWCI: 6.19

Cites: 26

Cited by: 25

Related to: 10