Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 1138789 - MaRDI portal

scientific article; zbMATH DE number 1138789

From MaRDI portal
Publication:4383826

zbMath0889.00015MaRDI QIDQ4383826

No author found.

Publication date: 5 April 1998


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (19)

The fractional derivative for fractional Brownian local time with Hurst index large than 1/2Poisson kernel and Green function of the ball in real hyperbolic spacesOn hyperbolic Bessel processes and beyondSome two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motionLAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONSAsymptotic properties for Cauchy's principal values of Brownian and random walk local timeAn integral functional driven by fractional Brownian motionSome results on lag increments of principal value of Brownian local timeAnother look at the Hartman-Watson distributionsK-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributionsA model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedbackClosed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank onePoisson kernels of half-spaces in real hyperbolic spacesOn constructive complex analysis in finance: Explicit formulas for Asian optionsRegularity of the Cauchy principal value of the local times of some Lévy processesOn Bougerol and Dufresne's identities for exponential Brownian functionalsOn positive and negative moments of the integral of geometric Brownian motionsOn ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option valuesAn application of risk theory to mortgage lending




This page was built for publication: