On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445): Difference between revisions
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Revision as of 15:55, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of exponential functionals for Lévy processes with jumps of rational transform |
scientific article |
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On the distribution of exponential functionals for Lévy processes with jumps of rational transform (English)
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5 March 2012
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exponential functional
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Lévy process
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rational transform
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Meijer G-function
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Asian option
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