A comparison of the Ito and Stratonovich formulations of problems in finance
Suresh P. Sethi; John P. Lehoczky
| Year of publication: |
1981
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|---|---|
| Authors: | Sethi, Suresh P. ; Lehoczky, John P. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 3.1981, 4, p. 343-356
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| Subject: | Statistiktheorie | Wirtschaftstheorie |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002798998