DOI
10.31390/cosa.6.2.10
Recommended Citation
Siu, Tak Kuen
(2012)
"Functional Itô's calculus and dynamic convex risk measures for derivative securities,"
Communications on Stochastic Analysis: Vol. 6:
No.
2, Article 10.
DOI: 10.31390/cosa.6.2.10
Available at:
https://repository.lsu.edu/cosa/vol6/iss2/10