Stochastic flows and the forward measure
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Publication:5957683
DOI10.1007/S007800000039zbMath0987.60067OpenAlexW2078560322MaRDI QIDQ5957683
Robert J. Elliott, John van der Hoek
Publication date: 13 March 2002
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800000039
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Microeconomic theory (price theory and economic markets) (91B24)
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