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Hiroyuki Matsumoto · Study

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Hiroyuki Matsumoto

2 works· latest 2003· 1 institutionscluster: provisional

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i102

Citations49

Works here2

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03

Most cited in this library

On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts2003 · 28 citations
Some Absolute Continuity Relationships for Certain Anticipative Transformations of Geometric Brownian Motions2001 · 21 citations

Works

2 shown

On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts

Advances in Applied Probability·2003·2 authors

28citations

Some Absolute Continuity Relationships for Certain Anticipative Transformations of Geometric Brownian Motions

Publications of the Research Institute for Mathematical Sciences·2001·3 authors·Open access

21citations