A course in financial calculus
By A. Etheridge. 2002
193 citations recorded by the source corpus.
Subfields: History, Literature and Literary Theory, Sociology and Political Science
View Paper: https://www.semanticscholar.org/paper/5349fe665ab99127fd87885484a72556db2e3d86
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Citations in the corpus
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (2005, methodology): “We will use the generalisation followed by Etheridge in [10] to write the SDE followed by Lt as 17”