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Stochastics An International Journal of Probability and Stochastic Processes. 2008;80(5):477-487. doi: 10.1080/17442500801928788 Q30.92025

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

Nualart, David; Taqqu, Murad S.

DOI: 10.1080/17442500801928788

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Copyright © Stochastics An International Journal of Probability and Stochastic Processes. 中文内容为AI机器翻译,仅供参考!

期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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