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Change of variable formulas for non-anticipative functionals on path space
File | Description | Size | Format | |
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![]() | Accepted version | 312.37 kB | Adobe PDF | View/Open |
Title: | Change of variable formulas for non-anticipative functionals on path space |
Authors: | Cont, R Fournie, D-A |
Item Type: | Journal Article |
Issue Date: | 8-Apr-2010 |
URI: | http://hdl.handle.net/10044/1/10539 |
DOI: | http://dx.doi.org/10.1016/j.jfa.2010.04.017 |
ISSN: | 0022-1236 |
Publisher: | ACADEMIC PRESS INC ELSEVIER SCIENCE |
Start Page: | 1043 |
End Page: | 1072 |
Journal / Book Title: | JOURNAL OF FUNCTIONAL ANALYSIS |
Volume: | 259 |
Issue: | 4 |
Copyright Statement: | © 2010 Elsevier Inc. All rights reserved. NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Functional Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in JOURNAL OF FUNCTIONAL ANALYSIS, [Vol:259, Issue:4, (2010)] DOI: http://dx.doi.org/10.1016/j.jfa.2010.04.017 |
Appears in Collections: | Financial Mathematics |