Work

Approximation of Expectation of Diffusion Process and Mathematical Finance

Year: 2018

Type: book-chapter

Abstract: IntroductionLet (0, F, P) be a probability space and let {(B

Source: Advanced studies in pure mathematics

DOI: 10.2969/aspm/03110147

Author: Shigeo Kusuoka

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2949549174

FWCI: 32.79

Cites: 4

Cited by: 90

Related to: 10