Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/6448
Title: | Divergence between sample path and moments behavior: An issue in the application of geometric brownian motion to finance |
Authors: | Cheung, Michael Tow Prof. YEUNG Wing Kay, David |
Issue Date: | 1994 |
Source: | Stochastic Analysis and Applications, 1994, vol. 12(3), pp. 277-290. |
Journal: | Stochastic Analysis and Applications |
Type: | Peer Reviewed Journal Article |
URI: | http://hdl.handle.net/20.500.11861/6448 |
ISSN: | 0736-2994 1532-9356 |
DOI: | 10.1080/07362999408809352 |
Appears in Collections: | Economics and Finance - Publication |
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