1993
On correlation calculus for multivariate martingales
Publication
Publication
Stochastic Processes and their Applications , Volume 46 - Issue 2 p. 283- 299
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North-Holland Publishing Company | |
Stochastic Processes and their Applications | |
Dzhaparidze, K., & Spreij, P. (1993). On correlation calculus for multivariate martingales. Stochastic Processes and their Applications, 46(2), 283–299. |