Modeling with Itô Stochastic Differential Equations

By Edward J. Allen. 2007

400 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/79eeca448e7ab25d8a71c8f95addc2fca408b5db

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

  1. Linda J. S. Allen
  2. Armando Arciniega
  3. Priscilla E. Greenwood
  4. Partha Sarathi Mandal
  5. Malay Banerjee
  6. Edward J. Allen

In Management Information Systems

  1. Linda J. S. Allen
  2. Armando Arciniega
  3. Priscilla E. Greenwood
  4. Partha Sarathi Mandal
  5. Malay Banerjee

In Statistics and Probability

  1. Linda J. S. Allen
  2. Armando Arciniega
  3. Priscilla E. Greenwood
  4. Partha Sarathi Mandal
  5. Malay Banerjee

Citations in the corpus