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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| Property / OpenAlex ID: W1965349099 / rank | |||
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| Property / cites work: ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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| Property / cites work: Q4039796 / rank | |||
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| Property / cites work: The pricing of the American option / rank | |||
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| Property / cites work: Généralisation d'un lemme de s. nakao et applications / 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 |
Statements
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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