ITOS CALCULUS IN FINANCIAL DECISION-MAKING

被引:10
作者
MALLIARIS, AG
机构
关键词
D O I
10.1137/1025121
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
35
引用
收藏
页码:481 / 496
页数:16
相关论文
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Stratonovich R. L., 1966, SIAM J CONTROL, V4, P362, DOI DOI 10.1137/0304028
[33]  
VASICEK O, 1977, J FIN EC, V4, P177
[34]   Discontinuous boundary conditions and the Dirichlet problem [J].
Wiener, Norbert .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1923, 25 (1-4) :307-314