Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Armstrong:2017:10.1007/978-3-319-68445-1_63,
author = {Armstrong, J and Brigo, D},
doi = {10.1007/978-3-319-68445-1_63},
pages = {543--551},
publisher = {SPRINGER INTERNATIONAL PUBLISHING AG},
title = {Ito Stochastic Differential Equations as 2-Jets},
url = {http://dx.doi.org/10.1007/978-3-319-68445-1_63},
year = {2017}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AU - Armstrong,J
AU - Brigo,D
DO - 10.1007/978-3-319-68445-1_63
EP - 551
PB - SPRINGER INTERNATIONAL PUBLISHING AG
PY - 2017///
SN - 0302-9743
SP - 543
TI - Ito Stochastic Differential Equations as 2-Jets
UR - http://dx.doi.org/10.1007/978-3-319-68445-1_63
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000440482500063&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
ER -