Stochastic Processes and Models

George Chalamandaris; A. G. Malliaris

doi:10.1002/9781118266403.ch31

Stochastic Processes and Models

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Financial Derivatives
Subtitle of host publication	Pricing and Risk Management
Publisher	John Wiley and Sons
Pages	455-475
Number of pages	21
ISBN (Print)	9780470499108
DOIs	https://doi.org/10.1002/9781118266403.ch31
State	Published - Nov 29 2011
Externally published	Yes

ASJC Scopus Subject Areas

General Economics,Econometrics and Finance

Keywords

Brownian motion increment
Continuous time model
Random variables
Robert Brown
Stochastic processes

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10.1002/9781118266403.ch31

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title = "Stochastic Processes and Models",

keywords = "Brownian motion increment, Continuous time model, Random variables, Robert Brown, Stochastic processes",

author = "George Chalamandaris and Malliaris, \{A. G.\}",

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doi = "10.1002/9781118266403.ch31",

language = "English",

isbn = "9780470499108",

pages = "455--475",

booktitle = "Financial Derivatives",

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T1 - Stochastic Processes and Models

AU - Chalamandaris, George

AU - Malliaris, A. G.

PY - 2011/11/29

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KW - Brownian motion increment

KW - Continuous time model

KW - Random variables

KW - Robert Brown

KW - Stochastic processes

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SN - 9780470499108

SP - 455

EP - 475

BT - Financial Derivatives

PB - John Wiley and Sons

ER -

Stochastic Processes and Models

ASJC Scopus Subject Areas

Keywords

Access to Document

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