Work

Differential Equations Driven by Rough Paths

Year: 2007

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-71285-5_5

Authors: Michael Caruana, Peter Friz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W616109306

FWCI: 17.03

Cites: 77

Cited by: 237

Related to: 10