nualart.taqqu:08:wick-ito¶
BibTeX Entry:
@article{nualart.taqqu:08:wick-ito,
author = {Nualart, David and Taqqu, Murad S.},
doi = {10.1080/17442500801928788},
fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
issn = {1744-2508},
journal = {Stochastics},
mrclass = {60G18 (60H05 91B28)},
mrnumber = {2456333},
mrreviewer = {Vasily A. Chernecky},
number = {5},
pages = {477--487},
title = {Wick-{I}t\^{o} formula for regular processes and applications to the {B}lack and {S}choles formula},
url = {https://doi.org/10.1080/17442500801928788},
volume = {80},
year = {2008}
}