MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956): Difference between revisions

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+On the Decomposition of Continuous Submartingales
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+Q5186149
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+ON CONTINUOUS MARTINGALES
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+On Itô's formula for multidimensional Brownian motion
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+Elliptic Partial Differential Equations of Second Order
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+The Radon transform
@@ Property / cites work: The Radon transform / rank @@
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+Option price when the stock is a semimartingale
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+Q3910361
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+Q2763689
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+Q4004218
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+Multidimensional diffusion processes.
@@ Property / cites work: Multidimensional diffusion processes. / rank @@
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@@ Property / DOI @@
+.1111/J.1467-9965.2010.00422.X
@@ Property / DOI: 10.1111/J.1467-9965.2010.00422.X / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3069956