A Useful Result on the Covariance between Ito Integrals - CY Cergy Paris Université Access content directly
Journal Articles Journal of Advances in Mathematics and Computer Science  Year : 2017

A Useful Result on the Covariance between Ito Integrals

Tristan Guillaume
  • Function : Author
  • PersonId : 950486
Théorie économique, modélisation et applications

Domains

Economics and Finance

Cybu Recherche  : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-02980370

Submitted on : Tuesday, October 27, 2020-2:38:58 PM

Last modification on : Friday, March 24, 2023-2:53:19 PM

Not file

Dates and versions

hal-02980370 , version 1 (27-10-2020)

Identifiers

Cite

Tristan Guillaume. A Useful Result on the Covariance between Ito Integrals. Journal of Advances in Mathematics and Computer Science , 2017, 6, pp.1-12. ⟨10.9734/JAMCS/2017/38464⟩. ⟨hal-02980370⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

CNRS UNIV-CERGY THEMA-UMR8184 CY-TECH-SM
13 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More