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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2025354549
@@ Property / OpenAlex ID: W2025354549 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3000
@@ Property / arXiv ID: 0904.3000 / rank @@
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+Q4001128
@@ Property / cites work: Q4001128 / rank @@
+Normal rank
@@ Property / cites work @@
+Present value distributions with applications to ruin theory and stochastic equations
+Normal rank
@@ Property / cites work @@
+Semi-stable Markov processes. I
@@ Property / cites work: Semi-stable Markov processes. I / rank @@
+Normal rank
@@ Property / cites work @@
+Q3215519
@@ Property / cites work: Q3215519 / rank @@
+Normal rank
@@ Property / cites work @@
+q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion and related processes
+Normal rank