Work

A Girsanov Result Through Birkhoff Integral

Year: 2018

Type: conference-paper

Source: Lecture notes in computer science

DOI: 10.1007/978-3-319-95162-1_47

Authors: Domenico Candeloro, Anna Rita Sambucini

Institution: University of Perugia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2811291867

FWCI: 3.455

Cites: 16

Cited by: 2

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