Local times of functions of continuous semimartingales

DOI10.1080/07362999508809392zbMath0826.60064OpenAlexW1965349099MaRDI QIDQ4835284

Youssef Ouknine, Marek Rutkowski

Publication date: 21 June 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809392

zbMATH Keywords

occupation timesItô-Tanaka formulaEuropean put optionlocal times of functions of continuous semimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Local time and additive functionals (60J55)

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Cites Work

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