Imperial College London

DrMikkoPakkanen

Faculty of Natural SciencesDepartment of Mathematics

Reader in Data Science and Quantitative Finance
 
 
 
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Contact

 

+44 (0)20 7594 8541m.pakkanen Website

 
 
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Location

 

809Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Pakkanen:2010:10.1007/s11579-010-0029-7,
author = {Pakkanen, MS},
doi = {10.1007/s11579-010-0029-7},
journal = {Mathematics and Financial Economics},
pages = {89--114},
title = {Microfoundations for diffusion price processes},
url = {http://dx.doi.org/10.1007/s11579-010-0029-7},
volume = {3},
year = {2010}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Pakkanen,MS
DO - 10.1007/s11579-010-0029-7
EP - 114
PY - 2010///
SN - 1862-9679
SP - 89
TI - Microfoundations for diffusion price processes
T2 - Mathematics and Financial Economics
UR - http://dx.doi.org/10.1007/s11579-010-0029-7
VL - 3
ER -