Some asymptotic results for exponential functionals of Brownian motion (Q4866767)
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scientific article; zbMATH DE number 847688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some asymptotic results for exponential functionals of Brownian motion |
scientific article; zbMATH DE number 847688 |
Statements
Some asymptotic results for exponential functionals of Brownian motion (English)
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22 July 1996
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functional of Wiener process
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upper class
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planar Brownian motion
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law of iterated logarithm
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Asian option pricing of financial mathematics
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