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Ornstein-Uhlenbeck processes and extensions

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dc.contributor.authorMaller, Ross
dc.contributor.authorMüller, Gernot
dc.contributor.authorSzimayer, Alexander
dc.date.accessioned2015-12-08T22:37:05Z
dc.date.issued2009
dc.date.updated2015-12-08T09:55:02Z
dc.identifier.isbn9783540712961
dc.identifier.urihttp://hdl.handle.net/1885/35392
dc.publisherSpringer
dc.relation.ispartofHandbook of Financial Time Series
dc.relation.isversionof1st Edition
dc.titleOrnstein-Uhlenbeck processes and extensions
dc.typeBook chapter
local.bibliographicCitation.placeofpublicationUSA
local.bibliographicCitation.startpage16
local.contributor.affiliationMaller, Ross, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationMüller, Gernot, Munich University of Technology
local.contributor.affiliationSzimayer, Alexander, College of Business and Economics, ANU
local.contributor.authoruidMaller, Ross, u4061848
local.contributor.authoruidSzimayer, Alexander, u4329835
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140207 - Financial Economics
local.identifier.ariespublicationu3169606xPUB124
local.identifier.doi10.1.1.178.3900
local.type.statusPublished Version

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