Work

Martingale Representation and All That

Year: 2006

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/0-8176-4409-1_4

Author: Mark H. A. Davis

Institution: Imperial College London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W6828216

FWCI: 1.928

Cites: 31

Cited by: 39

Related to: 10