On Exponential Functionals of Brownian Motion and Related Processes (книга)
On Exponential Functionals of Brownian Motion and Related Processes | |
Автор: | Marc Yor |
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Оригинал издан: | ???? |
«On Exponential Functionals of Brownian Motion and Related Processes» — книга ???? года.
Содержание |
Содержание 
От издателя 
«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…»