An exponential functional of random walks (Q4435683)
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scientific article; zbMATH DE number 2005227
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An exponential functional of random walks |
scientific article; zbMATH DE number 2005227 |
Statements
An exponential functional of random walks (English)
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17 November 2003
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exponential functional
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Asian option
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random walk
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strong approximation
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self-similarity
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\(L^p\) limit
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0.8152740001678467
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0.8120790123939514
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0.8120790123939514
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0.7947509288787842
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0.7947505712509155
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