Two stock options at the races: Black–Scholes forecasts (Q2873553): Difference between revisions

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+.1760
@@ Property / arXiv ID: 1005.1760 / rank @@
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+The Pricing of Options and Corporate Liabilities
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+Exponential functionals of Brownian motion and disordered systems
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+The log-normal approximation in financial and other computations
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Random difference equations and renewal theory for products of random matrices
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+Exponential functionals of Brownian motion. II: Some related diffusion processes
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+The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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+On some exponential functionals of Brownian motion
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