Pages that link to "Item:Q5940715"

The following pages link to Exponential functionals of Brownian motion and related processes (Q5940715):

Displaying 38 items.

• Sur certaines fonctionnelles exponentielles du mouvement brownien réel (Q3992300) (← links)
• On some exponential functionals of Brownian motion (Q4014074) (← links)
• An exponential functional of random walks (Q4435683) (← links)
• Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013) (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
• A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
• The log-normal approximation in financial and other computations (Q4662236) (← links)
• A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
• Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)
• Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise (Q4965505) (← links)
• Analytic bond pricing for short rate dynamics evolving on matrix Lie groups (Q5001114) (← links)
• Large deviations for the density and current in non-equilibrium-steady-states on disordered rings (Q5006907) (← links)
• Stochastic Life Annuities (Q5019716) (← links)
• Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates (Q5152587) (← links)
• Asymptotic expansions for the first hitting times of Bessel processes (Q5161636) (← links)
• Windings of planar processes, exponential functionals and Asian options (Q5215022) (← links)
• A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor (Q5270098) (← links)
• Estimates of blow‐up times of a system of semilinear SPDEs (Q5280165) (← links)
• Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
• PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
• The Filtering Equations Revisited (Q5374158) (← links)
• PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
• (Q5498830) (← links)
• LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940) (← links)
• Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs (Q5746989) (← links)
• An application of risk theory to mortgage lending (Q5865323) (← links)
• Logistic and θ-logistic models in population dynamics: general analysis and exact results (Q5871103) (← links)
• Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465) (← links)
• Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (Q6039593) (← links)
• Risk‐neutral pricing techniques and examples (Q6054366) (← links)
• Systematic staleness (Q6152589) (← links)
• Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
• Lower and upper bounds for the explosion times of a system of semilinear SPDEs (Q6550290) (← links)
• Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549) (← links)
• Feynman-Kac equation for Brownian non-Gaussian polymer diffusion (Q6571592) (← links)
• Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions (Q6589562) (← links)
• Existence of global and explosive mild solutions of fractional reaction-diffusion system of semilinear SPDEs with fractional noise (Q6607324) (← links)
• Asymptotics for densities of exponential functionals of subordinators (Q6635736) (← links)