The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion

Research output: Working paper

Standard

The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion. / Jensen, Søren Tolver; Nielsen, Bent.

København, 1995. p. 33.

Research output: Working paper

Harvard

Jensen, ST & Nielsen, B 1995 'The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion' København, pp. 33.

APA

Jensen, S. T., & Nielsen, B. (1995). The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion. (pp. 33).

Vancouver

Jensen ST, Nielsen B. The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion. København. 1995, p. 33.

Author

Jensen, Søren Tolver ; Nielsen, Bent. / The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion. København, 1995. pp. 33

Bibtex

@techreport{d9782370ae8b11debc73000ea68e967b,
title = "The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion",
abstract = "Matematisk statistik",
author = "Jensen, {S{\o}ren Tolver} and Bent Nielsen",
year = "1995",
language = "English",
pages = "33",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion

AU - Jensen, Søren Tolver

AU - Nielsen, Bent

PY - 1995

Y1 - 1995

N2 - Matematisk statistik

AB - Matematisk statistik

M3 - Working paper

SP - 33

BT - The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion

CY - København

ER -

ID: 14857032