On the Generalized Brownian Motion and its Applications in Finance

Esben Høg, Per Hougaard Frederiksen, Daniel Schiemert

Publikation: Working paper/Preprint › Working paper › Forskning

Originalsprog	Engelsk
Udgiver	Aarhus School of Business, Aarhus University
Antal sider	38
Status	Udgivet - 2008

AUB Link

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title = "On the Generalized Brownian Motion and its Applications in Finance",

author = "Esben H{\o}g and Frederiksen, {Per Hougaard} and Daniel Schiemert",

year = "2008",

language = "English",

publisher = "Aarhus School of Business, Aarhus University",

type = "WorkingPaper",

institution = "Aarhus School of Business, Aarhus University",

}