The following pages link to Daniel Dufresne (Q193663):
Displaying 20 items.
- G distributions and the beta-gamma algebra (Q638369) (← links)
- Weak convergence of random growth processes with applications to insurance (Q917204) (← links)
- Stability of pension systems when rates of return are random (Q1116622) (← links)
- Algebraic properties of beta and gamma distributions, and applications (Q1271149) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)]\) and a property of gamma distributions (Q1815791) (← links)
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion (Q2436060) (← links)
- Laguerre Series for Asian and Other Options (Q2707158) (← links)
- The integral of geometric Brownian motion (Q2726726) (← links)
- Pension Funding with Moving Average Rates of Return (Q2739850) (← links)
- (Q3369466) (← links)
- The Beta Product Distribution with Complex Parameters (Q3562456) (← links)
- (Q3745131) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
- (Q4395529) (← links)
- The log-normal approximation in financial and other computations (Q4662236) (← links)
- Stochastic Life Annuities (Q5019716) (← links)
- A General Formula for Option Prices in a Stochastic Volatility Model (Q5363204) (← links)
- Fitting combinations of exponentials to probability distributions (Q5430334) (← links)
- An affine property of the reciprocal Asian option process (Q5939263) (← links)
