Wick–Itô formula for regular processes and applications to...

Wick–Itô formula for regular processes and applications to the Black and Scholes formula

Nualart, David, Taqqu, Murad S.
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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
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