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On path-independent Girsanov transform
Release time:2023-08-25  Hits:

DOI number:10.1016/j.amc.2020.125845
Affiliation of Author(s):数学学院
Funded by:自选课题
First Author:zhangshuaiqi
Indexed by:Journal paper
Document Code:5b5bb294806a161401808ee1f44e28f7
Volume:卷: 395
ISSN No.:0096-3003
Translation or Not:no
Date of Publication:2021-04-15