Some asymptotic results for exponential functionals of Brownian motion (Q4866767)
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scientific article; zbMATH DE number 847688
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| English | Some asymptotic results for exponential functionals of Brownian motion |
scientific article; zbMATH DE number 847688 |
Statements
Some asymptotic results for exponential functionals of Brownian motion (English)
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22 July 1996
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functional of Wiener process
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upper class
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planar Brownian motion
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law of iterated logarithm
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Asian option pricing of financial mathematics
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0.8418500423431396
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0.8418497443199158
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0.8296455144882202
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0.8296455144882202
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0.8173204064369202
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