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From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order
HIRSCH, Francis, ROYNETTE, Bernard, YOR, MarcVolume:
63
Language:
english
Journal:
Journal of the Mathematical Society of Japan
DOI:
10.2969/jmsj/06330887
Date:
July, 2011
File:
PDF, 257 KB
english, 2011