Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/46176
Type: | Book chapter |
Title: | Ito formulas for franctional Brownian motion |
Author: | Elliott, R. Van Der Hoek, J. |
Citation: | Advances in Mathematical Finance, 2007 / Fu, M., Jarrow, R., Yen, J., Elliott, R. (ed./s), pp.59-81 |
Part of: | Applied and Numerical Harmonic Analysis |
Publisher: | Springer |
Publisher Place: | www |
Issue Date: | 2007 |
ISBN: | 9780817645441 |
Editor: | Fu, M. Jarrow, R. Yen, J. Elliott, R. |
Statement of Responsibility: | Robert J. Elliott and John van der Hoek |
Description (link): | http://www.springer.com/birkhauser/mathematics/book/978-0-8176-4544-1 |
Appears in Collections: | Aurora harvest Mathematical Sciences publications |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.