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 |
Find@HKSYU Show full item record
SCOPUSTM
Citations
1
checked on Nov 17, 2024
Page view(s)
45
Last Week
0
0
Last month
checked on Nov 21, 2024
Google ScholarTM
Impact Indices
Altmetric
PlumX
Metrics
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.