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

@@ Property / cites work @@
+Q4067292
@@ Property / cites work: Q4067292 / rank @@
+Normal rank
@@ Property / cites work @@
+Laguerre Series for Asian and Other Options
@@ Property / cites work: Laguerre Series for Asian and Other Options / rank @@
+Normal rank
@@ Property / cites work @@
+The integral of geometric Brownian motion
@@ Property / cites work: The integral of geometric Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral operators
@@ Property / cites work: Spectral operators / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4122353
@@ Property / cites work: Q4122353 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3215519
@@ Property / cites work: Q3215519 / rank @@
+Normal rank
@@ Property / cites work @@
+Tata lectures on theta. III
@@ Property / cites work: Tata lectures on theta. III / rank @@
+Normal rank
@@ Property / cites work @@
+Q4350437
@@ Property / cites work: Q4350437 / rank @@
+Normal rank
@@ Property / cites work @@
+On the integral of geometric Brownian motion
@@ Property / cites work: On the integral of geometric Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q3137751
@@ Property / cites work: Q3137751 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3561030
@@ Property / cites work: Q3561030 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4693741
@@ Property / cites work: Q4693741 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4383826
@@ Property / cites work: Q4383826 / rank @@
+Normal rank
@@ Property / cites work @@
+On positive and negative moments of the integral of geometric Brownian motions
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion and related processes
+Normal rank
@@ Property / cites work @@
+On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
+Normal rank