On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (Q2850031): Difference between revisions

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Latest revision as of 09:18, 30 July 2024

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On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions
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    On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (English)
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    20 September 2013
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    analytic Laplace inversion
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    Laplace transform
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    Parisian barrier options
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    Brownian motion
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    excursions
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    convolution
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    Azémas martingales
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