Pages that link to "Item:Q2725621"
From MaRDI portal
The following pages link to On a triplet of exponential Brownian functionals (Q2725621):
Displaying 17 items.
- Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula (Q880106) (← links)
- Marginal distribution of some path-dependent stochastic volatility model (Q947188) (← links)
- Triple points: From non-Brownian filtrations to harmonic measures (Q1380469) (← links)
- Exponential functionals of Brownian motion and class-one Whittaker functions (Q1944671) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- Hartman-Watson distribution and hyperbolic-like heat kernels (Q2071457) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- On hyperbolic Bessel processes and beyond (Q2435249) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- Exponential functionals of Brownian motion and disordered systems (Q4215674) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635) (← links)
- Explicit Expressions of the Hua--Pickrell Semigroup (Q5097172) (← links)
- The heat kernel of a weighted Maass-Laplacian with real weights (Q5124314) (← links)
- Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one (Q5956292) (← links)
- Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions (Q6589562) (← links)
- A new three-dimensional extension of Bougerol's identity in law (Q6597219) (← links)
