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The Resource Exponential functionals of Brownian motion and related processes, Marc Yor

Exponential functionals of Brownian motion and related processes, Marc Yor

Label
Exponential functionals of Brownian motion and related processes
Title
Exponential functionals of Brownian motion and related processes
Statement of responsibility
Marc Yor
Creator
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Yor, Marc
Dewey number
519.2/33
Index
index present
LC call number
HF5691
LC item number
.Y67 2001
Literary form
non fiction
Nature of contents
bibliography
Series statement
Springer finance
http://library.link/vocab/subjectName
  • Business mathematics
  • Finance
  • Brownian motion processes
Label
Exponential functionals of Brownian motion and related processes, Marc Yor
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • The laws of exponential functionals of Brownian motion, taken at various random times
  • Marc Yor
  • Bessel processes, Asian options, and perpetuities
  • Marc Yor and Hélyette Geman
  • Further results on exponential functionals of Brownian motion
  • Marc Yor
  • From planar Brownian windings to Asian options
  • Marc Yor
  • On exponential functionals of certain Lévy processes
  • Marc Yor, P. Carmona and F. Petit
  • Functionals of Brownian motion in finance and in insurance
  • On some exponential-integral functionals of Bessel processes
  • Marc Yor
  • Exponential functionals of Brownian motion and disordered systems
  • Marc Yor, A. Comtet and C. Monthus
  • Hélyette Geman
  • On certain exponential functionals of real-valued Brownian motion
  • Marc Yor
  • On some exponential functionals of Brownian motion
  • Marc Yor
  • Some relations between Bessel processes, Asian options and confluent hypergeometric functions
  • Marc Yor and Hélyette Geman
Control code
48083819
Dimensions
24 cm
Extent
vii, 203 pages
Isbn
9783540659433
Isbn Type
(pbk. : alk. paper)
Lccn
2001020860
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Label
Exponential functionals of Brownian motion and related processes, Marc Yor
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • The laws of exponential functionals of Brownian motion, taken at various random times
  • Marc Yor
  • Bessel processes, Asian options, and perpetuities
  • Marc Yor and Hélyette Geman
  • Further results on exponential functionals of Brownian motion
  • Marc Yor
  • From planar Brownian windings to Asian options
  • Marc Yor
  • On exponential functionals of certain Lévy processes
  • Marc Yor, P. Carmona and F. Petit
  • Functionals of Brownian motion in finance and in insurance
  • On some exponential-integral functionals of Bessel processes
  • Marc Yor
  • Exponential functionals of Brownian motion and disordered systems
  • Marc Yor, A. Comtet and C. Monthus
  • Hélyette Geman
  • On certain exponential functionals of real-valued Brownian motion
  • Marc Yor
  • On some exponential functionals of Brownian motion
  • Marc Yor
  • Some relations between Bessel processes, Asian options and confluent hypergeometric functions
  • Marc Yor and Hélyette Geman
Control code
48083819
Dimensions
24 cm
Extent
vii, 203 pages
Isbn
9783540659433
Isbn Type
(pbk. : alk. paper)
Lccn
2001020860
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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