SZodixStudyAcademic Library

Shelves Open access

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

A Change-of-Variable Formula with Local Time on Surfaces · Study

ChapterShelves

ChapterA Change-of-Variable Formula with Local Time on Surfaces

Goran Peškir2007

Chapter2007

A Change-of-Variable Formula with Local Time on Surfaces

228 citations·0/0 files stored·Springer eBooks

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 Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows

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 — 228 citations exist upstream.

References

1999Continuous Martingales and Brownian Motion 2005Stochastic Integration and Differential Equations 2002Un Cours sur les Intégrales Stochastiques

Cited by

2005ON THE AMERICAN OPTION PROBLEM 2005On the Constructions of the Skew Brownian Motion 2009Selling a stock at the ultimate maximum 2007The trap of complacency in predicting the maximum 2006The Wiener disorder problem with finite horizon 2013Optimal dividends in the dual model under transaction costs 2007CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS 2020Multi-dimensional Diffusion Processes

Related works

Explore the map →

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

2013Functional Itô calculus and stochastic integral representation of martingalesarticle · 3 shared references 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noisearticle · 2 shared references 2019Nonlinear Expectations and Stochastic Calculus under Uncertaintybook · 2 shared references 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectationarticle · 2 shared references 2009Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumpsarticle · 2 shared references 2010Affine Point Processes and Portfolio Credit Riskarticle · 2 shared references

Details

Year2007

Typechapter

Published2007-07-24

VenueSpringer eBooks

Languageen

Citations228

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-540-71189-6_2

openalex_workW2115527256

Links

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