Stochastic differential equations with applications in economics and finance

Martin Christian Richter

Research output: Book/ReportPh.D. thesisResearch

Original languageEnglish
Place of PublicationKøbenhavn
PublisherSamfundslitteratur
Number of pages134
ISBN (Print)8759381647
Publication statusPublished - 2002
SeriesPh.D.serie
Number2002-16

Cite this

Richter, M. C. (2002). Stochastic differential equations with applications in economics and finance. København: Samfundslitteratur. Ph.D.serie, No. 2002-16
Richter, Martin Christian. / Stochastic differential equations with applications in economics and finance. København : Samfundslitteratur, 2002. 134 p. (Ph.D.serie; No. 2002-16).
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title = "Stochastic differential equations with applications in economics and finance",
keywords = "teoretisk statistik, Stokastiske processer, Stokastiske differentialligninger",
author = "Richter, {Martin Christian}",
note = "Opstilling: 519.2 ric L{\o}be nr.: 029038",
year = "2002",
language = "English",
isbn = "8759381647",
publisher = "Samfundslitteratur",
address = "Denmark",

}

Richter, MC 2002, Stochastic differential equations with applications in economics and finance. Ph.D.serie, no. 2002-16, Samfundslitteratur, København.

Stochastic differential equations with applications in economics and finance. / Richter, Martin Christian.

København : Samfundslitteratur, 2002. 134 p. (Ph.D.serie; No. 2002-16).

Research output: Book/ReportPh.D. thesisResearch

TY - BOOK

T1 - Stochastic differential equations with applications in economics and finance

AU - Richter, Martin Christian

N1 - Opstilling: 519.2 ric Løbe nr.: 029038

PY - 2002

Y1 - 2002

KW - teoretisk statistik

KW - Stokastiske processer

KW - Stokastiske differentialligninger

M3 - Ph.D. thesis

SN - 8759381647

BT - Stochastic differential equations with applications in economics and finance

PB - Samfundslitteratur

CY - København

ER -

Richter MC. Stochastic differential equations with applications in economics and finance. København: Samfundslitteratur, 2002. 134 p. (Ph.D.serie; No. 2002-16).