Moment evolution of Gaussian and Geometric Wiener diffusions

Bjarne S. Jensen, Chunyan Wang, Jon Johnsen

Publikation: Bidrag til bog/antologi/rapport/konference proceeding › Bidrag til bog/antologi › Formidling

Originalsprog	Engelsk
Titel	Stochastic Economic Dynamics
Redaktører	Bjarne S. Jensen, Tapio Palokangas
Antal sider	55
Forlag	Copenhagen Business School Press
Publikationsdato	2007
Sider	57-101
Kapitel	2
ISBN (Trykt)	978-87-630-0185-4
Status	Udgivet - 2007

AUB Link

@inbook{82760893bfc244eea0f95a72ef00b88c,

title = "Moment evolution of Gaussian and Geometric Wiener diffusions",

author = "Jensen, {Bjarne S.} and Chunyan Wang and Jon Johnsen",

year = "2007",

language = "English",

isbn = "978-87-630-0185-4",

pages = "57--101",

editor = "Jensen, {Bjarne S.} and Tapio Palokangas",

booktitle = "Stochastic Economic Dynamics",

publisher = "Copenhagen Business School Press",

address = "Denmark",

}