The following pages link to (Q4395530):
Displaying 13 items.
- Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097) (← links)
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- Brownian motion on the hyperbolic plane and Selberg trace formula (Q1284439) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- An extension of Seshadri's identities for Brownian motion (Q1871298) (← links)
- Concentration of the Brownian bridge on the hyperbolic plane (Q1872316) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- Integral representations for the Hartman-Watson density (Q2116476) (← links)
- On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (Q2196538) (← links)
- On hyperbolic Bessel processes and beyond (Q2435249) (← links)
- Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501) (← links)
- On two-dimensional extensions of Bougerol's identity in law (Q2686011) (← links)
- FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
