Exponential Functionals of Brownian Motion and Related Processes (2001) (Springer Finance)
By:
Sign Up Now!
Already a Member? Log In
You must be logged into UK education collection to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.
- Copyright:
- 2001
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783642566349
- Related ISBNs:
- 9783540659433
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 08/14/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.