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"Conditional Moment Generating Functions for Integrals and Stochastic ..."

Charalambos D. Charalambous, Robert J. Elliott, Vikram Krishnamurthy (2003)

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DOI: 10.1137/S036301299833327X

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/CharalambousEK03
Charalambos D. Charalambous, Robert J. Elliott, Vikram Krishnamurthy:
Conditional Moment Generating Functions for Integrals and Stochastic Integrals. SIAM J. Control. Optim. 42(5): 1578-1603 (2003)

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