Itô's formula

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https://hal.archives-ouvertes.fr/hal-00539598
Contributor : Serena Benassù <>
Submitted on : Wednesday, November 24, 2010 - 5:11:46 PM
Last modification on : Wednesday, May 15, 2019 - 3:48:16 AM

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  • HAL Id : hal-00539598, version 1

Citation

N. Eisenbaum. Itô's formula. R. Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd, Volume 2, pp: 981-984, 2010. ⟨hal-00539598⟩

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