On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results (Q3417913)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results |
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On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results (English)
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31 January 2007
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Laguerre series methods for stochastic functionals
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Laguerre reduction series
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ladder height density
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stochastic integrals
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exponential functionals of Brownian motion
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valuation of Asian options
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