Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/46176
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dc.contributor.authorElliott, R.en
dc.contributor.authorVan Der Hoek, J.en
dc.date.issued2007en
dc.identifier.citationAdvances in Mathematical Finance, 2007 / Fu, M., Jarrow, R., Yen, J., Elliott, R. (ed./s), pp.59-81en
dc.identifier.isbn9780817645441en
dc.identifier.urihttp://hdl.handle.net/2440/46176-
dc.description.statementofresponsibilityRobert J. Elliott and John van der Hoeken
dc.description.urihttp://www.springer.com/birkhauser/mathematics/book/978-0-8176-4544-1en
dc.language.isoenen
dc.publisherSpringeren
dc.relation.ispartofApplied and Numerical Harmonic Analysisen
dc.titleIto formulas for franctional Brownian motionen
dc.typeBook chapteren
dc.identifier.rmid0020077484en
dc.publisher.placewwwen
dc.identifier.pubid44191-
pubs.library.collectionMathematical Sciences publicationsen
pubs.verification-statusVerifieden
pubs.publication-statusPublisheden
Appears in Collections:Mathematical Sciences publications

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