Moment Evolution of Gaussian and Geometric Wiener Diffusions

Bjarne Sloth Jensen, Chunyan Wang, Jon Johnsen

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationStochastic Economic Dynamics
EditorsBjarne S. Jensen, Tapio Palokangas
Number of pages44
Place of PublicationFrederiksberg
PublisherCopenhagen Business School Press
Publication date2007
ISBN (Print)9788763001854
Publication statusPublished - 2007

Cite this