On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (Q1827551)
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scientific article; zbMATH DE number 2083553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof |
scientific article; zbMATH DE number 2083553 |
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On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (English)
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6 August 2004
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Brownian motions with drifts
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Exponential Brownian
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functionals
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Dufresne's identity
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