%0 Journal Article %1 Cheridito2004b %A Cheridito, Patrick %D 2004 %J Stochastic Processes and their Applications %K Gaussian processes %N 1 %P 47--68 %T Gaussian moving averages, semimartingales and option pricing %U http://www.sciencedirect.com/science/article/B6V1B-49KGX29-2/1/2657317259d7aa254df7f596ba545936 %V 109

@article{Cheridito2004b, added-at = {2008-04-22T14:25:45.000+0200}, author = {Cheridito, Patrick}, biburl = {https://www.bibsonomy.org/bibtex/28219c5c48d349517635ac91324856354/smicha}, description = {Stochastic Processes and their Applications}, interhash = {21a2f2c6b293d9a9ef19d54a2e547aae}, intrahash = {8219c5c48d349517635ac91324856354}, journal = {Stochastic Processes and their Applications}, keywords = {Gaussian processes}, month = Jan, number = 1, pages = {47--68}, timestamp = {2008-04-22T14:30:28.000+0200}, title = {Gaussian moving averages, semimartingales and option pricing}, url = {http://www.sciencedirect.com/science/article/B6V1B-49KGX29-2/1/2657317259d7aa254df7f596ba545936}, volume = 109, year = 2004 }