Pages that link to "Item:Q5940715"
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The following pages link to Exponential functionals of Brownian motion and related processes (Q5940715):
Displayed 50 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Poisson kernels on nilpotent, 3-meta-abelian groups (Q268184) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (Q357426) (← links)
- Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared (Q402396) (← links)
- Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
- A scaling analysis of a cat and mouse Markov chain (Q417084) (← links)
- Impacts of Gaussian noises on the blow-up times of nonlinear stochastic partial differential equations (Q425981) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- Maximal distance travelled by \(N\) vicious walkers till their survival (Q478429) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- On distributions of functionals of anomalous diffusion paths (Q616242) (← links)
- The mean first rotation time of a planar polymer (Q635780) (← links)
- The covariant measure of SLE on the boundary (Q639867) (← links)
- Functionals of exponential Brownian motion and divided differences (Q651098) (← links)
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- Skew-product representations of multidimensional Dunkl Markov processes (Q731689) (← links)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
- Tree structured independence for exponential Brownian functionals (Q734668) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097) (← links)
- Conformal geometry and invariants of 3-strand Brownian braids (Q875790) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Stationarity of SLE (Q967663) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Finite-time blowup and existence of global positive solutions of a semi-linear SPDE (Q980998) (← links)
- Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
- Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- AIMD algorithms and exponential functionals (Q1431551) (← links)
- Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
- Stable windings at the origin (Q1630670) (← links)
- Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
- On an ordering-dependent generalization of the Tutte polynomial (Q1675352) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- A matrix Bougerol identity and the Hua-Pickrell measures (Q1748555) (← links)
- On the minimal travel time needed to collect \(n\) items on a circle. (Q1879896) (← links)
- Hitting times of Bessel processes (Q1949215) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- Extended Black and Scholes model under bankruptcy risk (Q2011269) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Some random paths with angle constraints (Q2041791) (← links)
- On Doney's striking factorization of the arc-sine law (Q2080140) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)