Ornstein-Uhlenbeck processes and extensions

Ross Maller, Ross Maller, Gernot MÃ¼ller, Alexander Szimayer

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Handbook of Financial Time Series
Editors	Andersen, T.G.; Davis, R.A.; KreiÃŸ, J.-P.; Mikosch, Th.
Place of Publication	USA
Publisher	Springer
Pages	16
Volume	1
Edition	1st
ISBN (Print)	9783540712961
DOIs	https://doi.org/10.1.1.178.3900
Publication status	Published - 2009

Access to Document

@inbook{a02d651cb53047fc88c831d9ef7712b1,

title = "Ornstein-Uhlenbeck processes and extensions",

author = "Ross Maller and Ross Maller and Gernot M{\~A}¼ller and Alexander Szimayer",

year = "2009",

doi = "10.1.1.178.3900",

language = "English",

isbn = "9783540712961",

volume = "1",

pages = "16",

editor = "{Andersen, T.G.; Davis, R.A.; Krei{\~A}Ÿ, J.-P.; Mikosch, Th.}",

booktitle = "Handbook of Financial Time Series",

publisher = "Springer",

edition = "1st",

}

TY - CHAP

T1 - Ornstein-Uhlenbeck processes and extensions

AU - Maller, Ross

AU - MÃ¼ller, Gernot

AU - Szimayer, Alexander

PY - 2009

Y1 - 2009

U2 - 10.1.1.178.3900

DO - 10.1.1.178.3900

M3 - Chapter

SN - 9783540712961

VL - 1

SP - 16

BT - Handbook of Financial Time Series

A2 - null, Andersen, T.G.; Davis, R.A.; KreiÃŸ, J.-P.; Mikosch, Th.

PB - Springer

CY - USA

ER -