Truncated Itô-Taylor expansions

  1. Tocino, A.
  2. Ardanuy, R.
Journal:
Stochastic Analysis and Applications

ISSN: 0736-2994

Year of publication: 2002

Volume: 20

Issue: 2

Pages: 427-443

Type: Article

DOI: 10.1081/SAP-120003443 GOOGLE SCHOLAR