Work

Ito's Integrated Formula for Strict Local Martingales

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-35513-7_13

Authors: Dilip B. Madan, Marc Yor

Institutions: Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre-et-Marie-Curie

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W23123177

FWCI: 6.747

Cites: 8

Cited by: 34

Related to: 10