Table of Contents
Journal of Applied Mathematics and Stochastic Analysis
Volume 11, Issue 1, Pages 103-105
http://dx.doi.org/10.1155/S1048953398000094

Introduction to stochastic calculus applied to finance, by Damien Lamberton and Bernard Lapeyre

Department of Statistics, University of Michigan, Ann Arbor 48109-1027, MI, USA

Received 1 November 1997; Revised 1 February 1998

Copyright © 1998 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

S. G. Kou, “Introduction to stochastic calculus applied to finance, by Damien Lamberton and Bernard Lapeyre,” Journal of Applied Mathematics and Stochastic Analysis, vol. 11, no. 1, pp. 103-105, 1998. https://doi.org/10.1155/S1048953398000094.