On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445)
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scientific article; zbMATH DE number 6012109
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| English | On the distribution of exponential functionals for Lévy processes with jumps of rational transform |
scientific article; zbMATH DE number 6012109 |
Statements
On the distribution of exponential functionals for Lévy processes with jumps of rational transform (English)
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5 March 2012
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exponential functional
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Lévy process
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rational transform
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Meijer G-function
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Asian option
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0.8646339774131775
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0.8438944816589355
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0.8274921774864197
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0.8182529807090759
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0.8158690929412842
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