Itô-Skorohod stochastic equations and applications to finance.
Journal of Applied Mathematics and Stochastic Analysis (2004)
- Volume: 2004, Issue: 4, page 359-369
- ISSN: 2090-3332
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topTudor, Ciprian A.. "Itô-Skorohod stochastic equations and applications to finance.." Journal of Applied Mathematics and Stochastic Analysis 2004.4 (2004): 359-369. <http://eudml.org/doc/51652>.
@article{Tudor2004,
author = {Tudor, Ciprian A.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Itô integral; Malliavin calculus; anticipating stochastic calculus; mathematical finance},
language = {eng},
number = {4},
pages = {359-369},
publisher = {Hindawi Publishing Corporation, New York},
title = {Itô-Skorohod stochastic equations and applications to finance.},
url = {http://eudml.org/doc/51652},
volume = {2004},
year = {2004},
}
TY - JOUR
AU - Tudor, Ciprian A.
TI - Itô-Skorohod stochastic equations and applications to finance.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 4
SP - 359
EP - 369
LA - eng
KW - Itô integral; Malliavin calculus; anticipating stochastic calculus; mathematical finance
UR - http://eudml.org/doc/51652
ER -
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