On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914): Difference between revisions
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Latest revision as of 06:13, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values |
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On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (English)
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31 January 2007
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Laguerre series methods for stochastic functionals
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moment formulae for the integral of geometric Brownian motion
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explicit valuation of an Asian option
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