Stochastic Integration by Parts and Functional Itô Calculus

By Vlad Bally, L. Caramellino, Rama Cont, Frederic Utzet, J. Vives. 2016

57 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/d0b0983e7068b66dd3f868d196b3ef7415cd3bf5