The following pages link to (Q4012542):
Displaying 10 items.
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466) (← links)
- Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
- On the law of killed exponential functionals (Q2042822) (← links)
- Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure (Q5013231) (← links)
- Windings of planar processes, exponential functionals and Asian options (Q5215022) (← links)