On Some Exponential‐Integral Functionals of Bessel Processes (Q4372012)
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scientific article; zbMATH DE number 1106699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Some Exponential‐Integral Functionals of Bessel Processes |
scientific article; zbMATH DE number 1106699 |
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On Some Exponential‐Integral Functionals of Bessel Processes (English)
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21 January 1998
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moments
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exponential-integral functionals of Bessel processes
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mathematical finance
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valuation of perpetuities
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Asian options
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