Pages that link to "Item:Q2866767"

The following pages link to On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model (Q2866767):

Displayed 4 items.

• On matching diffusions, Laplace transforms and partial differential equations (Q492943) ‎ (← links)
• Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) ‎ (← links)
• On the distribution of verhulst process (Q2355527) ‎ (← links)
• Sharp estimates of the Green function of hyperbolic Brownian motion (Q3460235) ‎ (← links)