Daniel Dufresne

Available identifiers

zbMath Open dufresne.danielMaRDI QIDQ193663

List of research outcomes

Publication	Date of Publication	Type
Stochastic Life Annuities	2022-01-10	Paper
Gram-Charlier processes and applications to option pricing	2018-08-14	Paper
A General Formula for Option Prices in a Stochastic Volatility Model	2017-10-05	Paper
Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion	2014-02-21	Paper
G distributions and the beta-gamma algebra	2011-09-09	Paper
The Beta Product Distribution with Complex Parameters	2010-05-21	Paper
Fitting combinations of exponentials to probability distributions	2007-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q3369466	2006-02-13	Paper
The log-normal approximation in financial and other computations	2005-03-30	Paper
An affine property of the reciprocal Asian option process	2002-06-10	Paper
The integral of geometric Brownian motion	2002-02-24	Paper
Pension Funding with Moving Average Rates of Return	2001-09-16	Paper
Laguerre Series for Asian and Other Options	2001-03-29	Paper
Algebraic properties of beta and gamma distributions, and applications	1999-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q4395529	1998-08-04	Paper
On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)\) and a property of gamma distributions]	1996-12-08	Paper
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding	1992-06-25	Paper
Weak convergence of random growth processes with applications to insurance	1989-01-01	Paper
Stability of pension systems when rates of return are random	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3745131	1986-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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