Exponential Functionals of Brownian Motion and Related Processes - Couverture souple

Livre 5 sur 53: Springer Finance

Yor, Marc

 
9783540659433: Exponential Functionals of Brownian Motion and Related Processes

Synopsis

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 (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving for example exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.

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