Work

A guide to the stochastic calculus of variations

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/bfb0081929

Author: Daniel L. Ocone

Institution: Rutgers, The State University of New Jersey

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W43977674

FWCI: 4.82

Cites: 70

Cited by: 37

Related to: 10