On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (Q2850031): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions |
scientific article |
Statements
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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