Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394): Difference between revisions

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-Pierre Patie
@@ Property / author: Pierre Patie / rank @@
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@@ Property / author @@
+Pierre Patie
@@ Property / author: Pierre Patie / rank @@
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+W2025354549
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+.3000
@@ Property / arXiv ID: 0904.3000 / rank @@
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@@ Property / cites work @@
+The law of the supremum of a stable Lévy process with no negative jumps
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Lévy processes
@@ Property / cites work: Exponential functionals of Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4395532
@@ Property / cites work: Q4395532 / rank @@
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@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
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+Q4001128
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+Present value distributions with applications to ruin theory and stochastic equations
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+Semi-stable Markov processes. I
@@ Property / cites work: Semi-stable Markov processes. I / rank @@
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+Q3215519
@@ Property / cites work: Q3215519 / rank @@
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+q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup
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+Q4937701
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+Exponential functionals of Brownian motion and related processes
+Normal rank