The exponential Lie series for continuous semimartingales

Kurusch Ebrahimi-Fard, Simon John Malham, Frederic Patras, Anke Wiese

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

109 Downloads (Pure)

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Anke Wiese
- A.Wiesehw.acuk
- School of Mathematical & Computer Sciences - Associate Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Associate Professor
Person: Academic (Research & Teaching)