Anticipative calculus for Lévy processes and stochastic differential equations*
Work
Year: 2004
Type: article
Authors Fred Espen Benth, Arne LØkka c‡
Institution Agder Research
Cites: 42
Cited by: 21
Related to: 10
FWCI: 2.74
Citation percentile (by year/subfield): 80.9
Subfield: Finance
Domain: Social Sciences
Open Access status: closed