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On Exponential Functionals of Brownian Motion and Related Processes (книга)

On Exponential Functionals of Brownian Motion and Related Processes
Автор: Marc Yor
Оригинал издан: ????

«On Exponential Functionals of Brownian Motion and Related Processes»книга ???? года.

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«This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1992 and 1994. These functionals play an important role in Mathematical Finance, as well as in…»

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