Pages that link to "Item:Q871030"

The following pages link to A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor (Q871030):

Displaying 2 items.

• Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
• A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor (Q5270098) (← links)