LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2005.00230.x
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+Laguerre Series for Asian and Other Options
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+The integral of geometric Brownian motion
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+Spectral operators
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+Q3215519
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+Tata lectures on theta. III
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+Q4350437
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+On the integral of geometric Brownian motion
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+Q3137751
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+Q4383826
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+On positive and negative moments of the integral of geometric Brownian motions
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+Exponential functionals of Brownian motion and related processes
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@@ Property / cites work @@
+On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
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+Publication:5692940