HIGHLIGHTS
- who: Bruno Bouchard and colleagues from the (UNIVERSITY) have published the Article: A C -functional Itu02c6ou2019s formula and its applications in mathematical finance, in the Journal: (JOURNAL)
- what: Using Dupire`s notion of vertical derivative the authors provide a functional (path-dependent) extension of the Itou0302`s formula of Gozzi and Russo that applies to C 0 1 -functions of continuous weak Dirichlet processes. The aim of_[26] is to establish a path-dependent Meyer-Tanaka`s formula. The authors show that the arguments of_[16] can be used to easily provide a functional version . . .
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