Some asymptotic results for exponential functionals of Brownian motion

DOI10.2307/3215206zbMath0842.60025OpenAlexW2312678788MaRDI QIDQ4866767

Jean-Claude Gruet, Zhan Shi

Publication date: 22 July 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215206

zbMATH Keywords

law of iterated logarithmplanar Brownian motionupper classAsian option pricing of financial mathematicsfunctional of Wiener process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (1)

Windings of Brownian motion and random walks in the plane

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