Work

Stochastic Differential Equations

Year: 2003

Type: book-chapter

Source: Universitext

DOI: 10.1007/978-3-642-14394-6_5

Author: Bernt Øksendal

Institution: University of Oslo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2141436719

FWCI: 357.8

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Cited by: 3,087

Related to: 10