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Exponential Functionals of Brownian Motion and Related Processes (Springer Finance / Springer Finance Lecture Notes)


[PDF.jh17] Exponential Functionals of Brownian Motion and Related Processes (Springer Finance / Springer Finance Lecture Notes)

Exponential Functionals of Brownian  Marc Yor epub
Exponential Functionals of Brownian  Marc Yor pdf download
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Exponential Functionals of Brownian  Marc Yor summary

 | #4046126 in eBooks |  2013-10-04 |  2001-09-21 | File type: PDF

|| ||From the reviews: |"This book is a collection of papers that deal with the laws of Geometric Brownian Motion and their time-integrals with an emphasis on Asian Options. Each paper is self-contained and presents the topics at a high level. ... Thus, this book

This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.



You can specify the type of files you want, for your gadget.Exponential Functionals of Brownian Motion and Related Processes (Springer Finance / Springer Finance Lecture Notes)   |  Marc Yor. A good, fresh read, highly recommended.

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