Stochastics An International Journal of Probability and Stochastic Processes
2008 / 10 Vol. 80; Iss. 5
Wick–Itô formula for regular processes and applications to the Black and Scholes formula
Nualart, David, Taqqu, Murad S.Volume:
80
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442500801928788
Date:
October, 2008
File:
PDF, 161 KB
english, 2008