%0 Journal Article %1 Patie2005 %A Patie, Pierre %D 2005 %J Stochastic Processes and their Applications %K Generalized Ornstein-Uhlenbeck process %N 4 %P 593--607 %T On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance %U http://www.sciencedirect.com/science/article/B6V1B-4F01KF9-2/1/603e5393ae6f84a9c04473ef9135674f %V 115

@article{Patie2005, added-at = {2008-04-22T14:25:45.000+0200}, author = {Patie, Pierre}, biburl = {https://www.bibsonomy.org/bibtex/2bd4a3a97099ea1089babf053eb2ebc5f/smicha}, description = {Stochastic Processes and their Applications}, interhash = {4d36b71c80fb8abe2b9fd56e6df5fbdd}, intrahash = {bd4a3a97099ea1089babf053eb2ebc5f}, journal = {Stochastic Processes and their Applications}, keywords = {Generalized Ornstein-Uhlenbeck process}, month = Apr, number = 4, pages = {593--607}, timestamp = {2008-04-22T14:30:16.000+0200}, title = {On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance}, url = {http://www.sciencedirect.com/science/article/B6V1B-4F01KF9-2/1/603e5393ae6f84a9c04473ef9135674f}, volume = 115, year = 2005 }