Work

Generalized covariation for Banach space valued processes, Itô formula and applications

Year: 2014

Type: article

Abstract: CIB

Source: Institutional Repositories DataBase (IRDB)

DOI: 10.18910/50813

Authors: Cristina Di Girolami, Francesco Russo

Institutions: Laboratoire Manceau de Mathématiques, École Nationale Supérieure de Techniques Avancées

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: European Commission, Agence Nationale de la Recherche, École Polytechnique Fédérale de Lausanne

Award: G277518613

OpenAlex ID: W2145004383

FWCI: 6.71

Cites: 25

Cited by: 20

Related to: 10