swMATH19081MaRDI QIDQ30911FDOQ30911
Author name not available (Why is that?)
Official website: http://link.springer.com/article/10.1007%2Fs11009-005-4517-9
Cited In (7)
- Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
- The Hartman-Watson distribution revisited: asymptotics for pricing Asian options
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion
- Closed form modeling of evolutionary rates by exponential Brownian functionals
- Calculating independent contrasts for the comparative study of substitution rates
- Stochastic life annuities
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals
This page was built for software: NetNUMPAC
