Work

Applications of the Malliavin Calculus, Part I

Year: 1984

Type: book-chapter

Source: North-Holland mathematical library

DOI: 10.1016/s0924-6509(08)70397-0

Authors: Shigeo Kusuoka, Daniel Stroock

Institutions: The University of Tokyo, University of Colorado Boulder, University of Colorado System

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W389732810

FWCI: 43.39

Cites: 8

Cited by: 236

Related to: 10