On Some Exponential‐Integral Functionals of Bessel Processes (Q4372012)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Some Exponential‐Integral Functionals of Bessel Processes |
scientific article; zbMATH DE number 1106699
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Some Exponential‐Integral Functionals of Bessel Processes |
scientific article; zbMATH DE number 1106699 |
Statements
On Some Exponential‐Integral Functionals of Bessel Processes (English)
0 references
21 January 1998
0 references
moments
0 references
exponential-integral functionals of Bessel processes
0 references
mathematical finance
0 references
valuation of perpetuities
0 references
Asian options
0 references
0.8269757032394409
0 references
0.8251957297325134
0 references
0.8204002976417542
0 references
