Pages that link to "Item:Q4014074"
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The following pages link to On some exponential functionals of Brownian motion (Q4014074):
Displaying 50 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901) (← links)
- Tail approximations of integrals of Gaussian random fields (Q428142) (← links)
- Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes (Q450031) (← links)
- Geodesics and flows in a Poissonian city (Q549856) (← links)
- Bessel processes and hyperbolic Brownian motions stopped at different random times (Q550146) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Functionals of exponential Brownian motion and divided differences (Q651098) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- Tree structured independence for exponential Brownian functionals (Q734668) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- On the topological boundary of the range of super-Brownian motion (Q784165) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- On the renewal risk process with stochastic interest (Q855690) (← links)
- Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula (Q880106) (← links)
- On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
- Closed form modeling of evolutionary rates by exponential Brownian functionals (Q893813) (← links)
- Beta-gamma algebra identities and Lie-theoretic exponential functionals of Brownian motion (Q894168) (← links)
- On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Marginal distribution of some path-dependent stochastic volatility model (Q947188) (← links)
- On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
- Lower bounds for densities of Asian type stochastic differential equations (Q971801) (← links)
- Exponential functionals of Brownian motion. II: Some related diffusion processes (Q980744) (← links)
- Poisson kernels of half-spaces in real hyperbolic spaces (Q997809) (← links)
- Cascades of particles moving at finite velocity in hyperbolic spaces (Q1012687) (← links)
- Remarks on the methodology introduced by Goovaerts et al (Q1209484) (← links)
- Multiplicateurs de Mikhlin pour une classe particulière de groupes non-unimodulaires. (Mikhlin multipliers for a particular class of non-unimodular groups.) (Q1271447) (← 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)
- The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814) (← links)
- Martingales, scale functions and stochastic life annuities: A note (Q1293823) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- Approximate valuation of average options (Q1313150) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- An analytical inversion of a Laplace transform related to annuities certain (Q1329411) (← links)
- The distributions of annuities (Q1341325) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- Function space integration for annuities. (Q1413284) (← links)
- Optimal asset allocation in life annuities: a note. (Q1413310) (← links)
- Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
- Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
- Tube estimates for diffusion processes under a weak Hörmander condition (Q1635973) (← links)
- The spectral expansion approach to index transforms and connections with the theory of diffusion processes (Q1660060) (← links)
