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Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift
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Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift (2026)Sur l'identité de Bougerol pour les fonct…Perpetual Integral Functionals as Hitting and Occupation Times (2005)Perpetual Integral Functional…On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (2003)On Dufresne's relation betwee…The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Exponential Functionals of Brownian Motion and Related Processes (2001)Handbook of Brownian Motion - Facts and Formulae (2002)BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)On Some Exponential Functionals of Brownian Motion (2001)On the integral of geometric Brownian motion (2003)ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (2010)
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  • 2003On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts28 cited
  • 2005Perpetual Integral Functionals as Hitting and Occupation Times26 cited

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