Moment evolution of Gaussian and Geometric Wiener diffusions

Bjarne S. Jensen, Chunyan Wang, Jon Johnsen

Research output: Contribution to book/anthology/report/conference proceeding › Book chapter › Communication

Original language	English
Title of host publication	Stochastic Economic Dynamics
Editors	Bjarne S. Jensen, Tapio Palokangas
Number of pages	55
Publisher	Copenhagen Business School Press
Publication date	2007
Pages	57-101
Chapter	2
ISBN (Print)	978-87-630-0185-4
Publication status	Published - 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",

}