On the Generalized Brownian Motion and its Applications in Finance

Esben Høg, Per Hougaard Frederiksen, Daniel Schiemert

Research output: Working paperResearch

Original languageEnglish
PublisherAarhus School of Business, Aarhus University
Number of pages38
Publication statusPublished - 2008

Cite this

Høg, E., Frederiksen, P. H., & Schiemert, D. (2008). On the Generalized Brownian Motion and its Applications in Finance. Aarhus School of Business, Aarhus University.
Høg, Esben ; Frederiksen, Per Hougaard ; Schiemert, Daniel. / On the Generalized Brownian Motion and its Applications in Finance. Aarhus School of Business, Aarhus University, 2008.
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Høg, E, Frederiksen, PH & Schiemert, D 2008 'On the Generalized Brownian Motion and its Applications in Finance' Aarhus School of Business, Aarhus University.

On the Generalized Brownian Motion and its Applications in Finance. / Høg, Esben; Frederiksen, Per Hougaard; Schiemert, Daniel.

Aarhus School of Business, Aarhus University, 2008.

Research output: Working paperResearch

TY - UNPB

T1 - On the Generalized Brownian Motion and its Applications in Finance

AU - Høg, Esben

AU - Frederiksen, Per Hougaard

AU - Schiemert, Daniel

PY - 2008

Y1 - 2008

M3 - Working paper

BT - On the Generalized Brownian Motion and its Applications in Finance

PB - Aarhus School of Business, Aarhus University

ER -

Høg E, Frederiksen PH, Schiemert D. On the Generalized Brownian Motion and its Applications in Finance. Aarhus School of Business, Aarhus University. 2008.