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Séminaire de Probabilités XXXV · Study

BookSéminaire de Probabilités XXXV

Michel Émery2001

Book2001

Séminaire de Probabilités XXXV

Michel Émery · Michel Ledoux · Marc Yor

21 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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2001On a Triplet of Exponential Brownian Functionals

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2009Arbitrage Under Transaction Costs Revisited 2008In discrete time a local martingale is a martingale under an equivalent probability measure

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2003On the integral of geometric Brownian motionarticle · 1 shared reference 2005Methods for Evaluating Density Functions of Exponential Functionals Represented as Integrals of Geometric Brownian Motionarticle · 1 shared reference 2012Bougerol’s identity in law and extensionsarticle · 1 shared reference

Details

Year2001

Typebook

Published2001-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations21

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/b76885

openalex_workW1991699346

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