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scientific article
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scientific article

    Statements

    author
    Philippe Carmona
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    Frédérique Petit
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    Marc Yor
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    publication date
    12 September 2001
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    zbMATH Keywords
    mathematical finance
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    Lévy process
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    exponential functionals
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    semi-Markov process
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    Lamperti transform
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    generalized Ornstein-Uhlenbeck process
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    risk models
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60K15
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    91B28
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    91B30
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    zbMATH DE Number
    1639847
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