Canonical decomposition of linear transformations of two independent Brownian motions:
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Bibliographic Details
Main Authors: Föllmer, Hans 1941- (Author), Wu, Ching-Tang (Author), Yor, Marc 1949-2014 (Author)
Format: Book
Language:English
Published: Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1998
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 98,61
Physical Description:34 S.

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