Exponential Functionals of Brownian Motion and Related Processes (Springer Finance) - Softcover

Buch 5 von 53: Springer Finance

Yor, Marc

 
9783540659433: Exponential Functionals of Brownian Motion and Related Processes (Springer Finance)
Softcover
ISBN 10: 3540659439 ISBN 13: 9783540659433
Verlag: Springer, 2013

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
3540659439
ISBN 13 
9783540659433
Einband
Taschenbuch
Anzahl der Seiten
216
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