scientific article; zbMATH DE number 1138789
From MaRDI portal
Publication:4383826
Cited in
(21)- Regularity of the Cauchy principal value of the local times of some Lévy processes
- On Bougerol and Dufresne's identities for exponential Brownian functionals
- On positive and negative moments of the integral of geometric Brownian motions
- An integral functional driven by fractional Brownian motion
- Another look at the Hartman-Watson distributions
- K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions
- On hyperbolic Bessel processes and beyond
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion
- Poisson kernel and Green function of the ball in real hyperbolic spaces
- The fractional derivative for fractional Brownian local time with Hurst index large than 1/2
- On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values
- On constructive complex analysis in finance: Explicit formulas for Asian options
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback
- LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS
- An application of risk theory to mortgage lending
- Closed form formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one
- Spectral analysis of a class of Lévy-type processes and connection with some spin systems
- Some results on lag increments of principal value of Brownian local time
- Asymptotic properties for Cauchy's principal values of Brownian and random walk local time
- Exponential functionals of Brownian motion. II: Some related diffusion processes
- Poisson kernels of half-spaces in real hyperbolic spaces
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4383826)