Windings of planar processes, exponential functionals and Asian options (Q5215022)
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scientific article; zbMATH DE number 7163664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Windings of planar processes, exponential functionals and Asian options |
scientific article; zbMATH DE number 7163664 |
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Windings of planar processes, exponential functionals and Asian options (English)
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5 February 2020
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planar Brownian motion
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Lévy process
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stable process
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winding
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skew-product representation
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Bessel clock
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Bougerol's identity
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infinite divisibility
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Bernstein function
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Lévy measure
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Asian option
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