Wick-Ito formula for regular processes and applications to the Black and Scholes formula

Author: Nualart David   Taqqu Murad  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.80, Iss.5, 2008-10, pp. : 477-487

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Abstract