Geometric Brownian motion with delay: mean square characterisation
- 期刊名称Proceedings of the American Mathematical Society
- 作者Appleby, John A. D.; Mao, Xuerong; Riedle, Markus
- 卷第137卷
- 期第1期
- 印刷ISSN0002-9939
- 文件大小176.36KB
- 发表时间2008-04-22
- DOI10.1090/s0002-9939-08-09490-2
- 页码339-348