SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A comparison of the Ito and Stratonovich formulations of problems in finance · Study

ArticleShelves

ArticleA comparison of the Ito and Stratonovich formulations of problems in finance

Suresh P. Sethi1981

Article1981

A comparison of the Ito and Stratonovich formulations of problems in finance

Suresh P. Sethi · John P. Lehoczky

25 citations·0/0 files stored·Journal of Economic Dynamics and Control

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Fuzzy Systems and Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1971Optimum consumption and portfolio rules in a continuous-time model 1965On the relation between ordinary and stochastic differential equations 1965On the Convergence of Ordinary Integrals to Stochastic Integrals 1966A New Representation for Stochastic Integrals and Equations 1976Option pricing 1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY 1969Mathematical problems of modeling stochastic nonlinear dynamic systems

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1987A review on stochastic differential equations for applications in hydrologyarticle · 4 shared references 1979The Fantastic World of Finance: Progress and the Free Luncharticle · 4 shared references 2003An Equation and its Worldsarticle · 3 shared references 1989Optimization Problems in the Theory of Continuous Tradingarticle · 3 shared references 1977On the pricing of contingent claims and the Modigliani-Miller theoremarticle · 3 shared references 1981Modeling and approximation of stochastic differential equations driven by semimartingales†article · 3 shared references

Details

Year1981

Typearticle

Published1981-11-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/0165-1889(81)90026-9

openalex_workW2036217864

Links

Imported from OpenAlex (CC0) — nothing here is generated.