Sur les fonctionnelles exponentielles de certains processus de lévy (Q4840926): Difference between revisions

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scientific article; zbMATH DE number 781050
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English
Sur les fonctionnelles exponentielles de certains processus de lévy
scientific article; zbMATH DE number 781050

    Statements

    Sur les fonctionnelles exponentielles de certains processus de lévy (English)
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    28 January 1996
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    interlacing of semigroups
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    Asian option
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    Lévy process
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    semi-stable Markov process
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    financial mathematics
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