Pages that link to "Item:Q3992300"

The following pages link to Sur certaines fonctionnelles exponentielles du mouvement brownien réel (Q3992300):

Displaying 23 items.

• Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
• On the self-decomposability of the Fréchet distribution (Q391070) (← links)
• Relative arbitrage in volatility-stabilized markets (Q665537) (← links)
• Tree structured independence for exponential Brownian functionals (Q734668) (← links)
• Annealed tail estimates for a Brownian motion in a drifted Brownian potential (Q879248) (← links)
• Poisson kernels of half-spaces in real hyperbolic spaces (Q997809) (← links)
• The limits of Sinai's simple random walk in random environment (Q1307452) (← links)
• On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
• Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
• On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
• Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
• Asymmetric skew Bessel processes and their applications to finance (Q2571223) (← links)
• An Analogue of Pitman’s <i>2</i>M <i>— X</i> Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (Q2731031) (← links)
• A note on some new perpetuities (Q3440862) (← links)
• Computer algebra in probability and statistics (Q4036290) (← links)
• Rates of convergence of diffusions with drifted Brownian potentials (Q4257567) (← links)
• Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161) (← links)
• PASSPORT OPTIONS (Q4419297) (← links)
• An exponential functional of random walks (Q4435683) (← links)
• On the law of homogeneous stable functionals (Q4629951) (← links)
• The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential (Q5270097) (← links)
• Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465) (← links)
• The Minkowski content measure for the Liouville quantum gravity metric (Q6151953) (← links)