Ornstein-Uhlenbeck Process

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

Standard

Ornstein-Uhlenbeck Process. / Sørensen, Michael.

Encyclopedia of actuarial science. Vol 3 (O-Z). ed. Wiley, 2004. p. 1229-1230.

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

Harvard

Sørensen, M 2004, Ornstein-Uhlenbeck Process. in Encyclopedia of actuarial science. Vol 3 (O-Z) edn, Wiley, pp. 1229-1230.

APA

Sørensen, M. (2004). Ornstein-Uhlenbeck Process. In Encyclopedia of actuarial science (Vol 3 (O-Z) ed., pp. 1229-1230). Wiley.

Vancouver

Sørensen M. Ornstein-Uhlenbeck Process. In Encyclopedia of actuarial science. Vol 3 (O-Z) ed. Wiley. 2004. p. 1229-1230

Author

Sørensen, Michael. / Ornstein-Uhlenbeck Process. Encyclopedia of actuarial science. Vol 3 (O-Z). ed. Wiley, 2004. pp. 1229-1230

Bibtex

@inbook{ceb0999074be11dbbee902004c4f4f50,
title = "Ornstein-Uhlenbeck Process",
author = "Michael S{\o}rensen",
year = "2004",
language = "English",
isbn = "0-470-84676-3",
pages = "1229--1230",
booktitle = "Encyclopedia of actuarial science",
publisher = "Wiley",
address = "United States",
edition = "Vol 3 (O-Z)",

}

RIS

TY - ENCYC

T1 - Ornstein-Uhlenbeck Process

AU - Sørensen, Michael

PY - 2004

Y1 - 2004

M3 - Encyclopedia chapter

SN - 0-470-84676-3

SP - 1229

EP - 1230

BT - Encyclopedia of actuarial science

PB - Wiley

ER -

ID: 23670