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Exponential functionals of Brownian motion and disordered systems - MaRDI portal

Exponential functionals of Brownian motion and disordered systems (Q4215674)

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scientific article; zbMATH DE number 1215591
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Exponential functionals of Brownian motion and disordered systems
scientific article; zbMATH DE number 1215591

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    Exponential functionals of Brownian motion and disordered systems (English)
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    16 January 2000
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    Brownian motion
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    disordered systems
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    partition function
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    free energy
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    financial models
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