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Exponential functionals of Brownian motion and ...

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Exponential functionals of Brownian motion and related processes

Author / Creator: Yor, Marc
Available as: Physical

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Creator: Marc Yor
Format: Books
Language: English
Series: Springer finance
Physical Details: vii, 203 pages ; 24 cm
ISBNs: 3540659439, 9783540659433, 9783642566349, 3642566340
OCLC: ocm48083819

Includes bibliographical references.

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Business mathematics.
Finance -- Mathematical models.
Brownian motion processes.

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Exponential functionals of Brownian motion and related processes

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