Local times of functions of continuous semimartingales (Q4835284): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07362999508809392 / rank
 
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Latest revision as of 13:53, 23 May 2024

scientific article; zbMATH DE number 763746
Language Label Description Also known as
English
Local times of functions of continuous semimartingales
scientific article; zbMATH DE number 763746

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    Local times of functions of continuous semimartingales (English)
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    21 June 1995
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    local times of functions of continuous semimartingales
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    occupation times
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    Itô-Tanaka formula
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    European put option
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