On the Generalized Brownian Motion and its Applications in Finance

Esben Høg, Per Hougaard Frederiksen, Daniel Schiemert

Research output: Working paper/Preprint › Working paper › Research

Original language	English
Publisher	Aarhus School of Business, Aarhus University
Number of pages	38
Publication status	Published - 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",

}