On some exponential functionals of Brownian motion (Q4014074)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some exponential functionals of Brownian motion |
scientific article |
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On some exponential functionals of Brownian motion (English)
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4 October 1992
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mathematical finance models
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Brownian motion
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Bessel processes
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last- exit-time distributions
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Laplace transforms
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