Windings of planar processes, exponential functionals and Asian options (Q5215022): Difference between revisions

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+Windings of Planar Stable Processes
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+Laguerre Series for Asian and Other Options
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+Isotropic self-similar Markov processes
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+Exponential functionals of Brownian motion. II: Some related diffusion processes
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+Asymptotic laws of planar Brownian motion
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+On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity
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+Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
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+From planar Brownian windings to Asian options
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+Exponential functionals of Brownian motion and related processes
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Publication:5215022