Sur les fonctionnelles exponentielles de certains processus de lévy (Q4840926): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/17442509408833883 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1974507398 / rank | |||
Normal rank |
Latest revision as of 20:26, 19 March 2024
scientific article; zbMATH DE number 781050
Language | Label | Description | Also known as |
---|---|---|---|
English | Sur les fonctionnelles exponentielles de certains processus de lévy |
scientific article; zbMATH DE number 781050 |
Statements
Sur les fonctionnelles exponentielles de certains processus de lévy (English)
0 references
28 January 1996
0 references
interlacing of semigroups
0 references
Asian option
0 references
Lévy process
0 references
semi-stable Markov process
0 references
financial mathematics
0 references