2024-03-29T04:57:31Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7515392
2022-04-28T12:07:47Z
60
91
Bouchard, Bruno; Loeper, Grégoire; Tan, Xiaolu
2022
7515392
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/07515392
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Stochastic Processes Appl. 148, 299-323 (2022).
60H05; 60H07; 91G20; 91G80
A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance
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