hu:00:multi-dimensional¶
BibTeX Entry:
@article{hu:00:multi-dimensional,
author = {Hu, Yaozhong},
doi = {10.1016/S0252-9602(17)30641-0},
fjournal = {Acta Mathematica Scientia. Series B. English Edition},
issn = {0252-9602},
journal = {Acta Math. Sci. Ser. B (Engl. Ed.)},
mrclass = {60H10 (60H30 60J65 91B28)},
mrnumber = {1793207},
mrreviewer = {Eddy Mayer-Wolf},
number = {3},
pages = {341--358},
title = {Multi-dimensional geometric {B}rownian motions, {O}nsager-{M}achlup functions, and applications to mathematical finance},
url = {https://doi.org/10.1016/S0252-9602(17)30641-0},
volume = {20},
year = {2000}
}