Work

Explicit pathwise expansion for multivariate diffusions with applications

Year: 2025

Type: article

Source: Advances in Applied Probability

DOI: 10.1017/apr.2025.10032

Authors: Nan Chen, Xiangwei Wan, Nian Yang

Institutions: Chinese University of Hong Kong, Shanghai Jiao Tong University, Nanjing University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414614226

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Cites: 39

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