Law of the exponential functional of one-sided Lévy processes and Asian options. Loi de la fonctionnelle exponentielle de processus de Lévy assymétriques et options asiatiques

Patie, Pierre (2009). Law of the exponential functional of one-sided Lévy processes and Asian options. Loi de la fonctionnelle exponentielle de processus de Lévy assymétriques et options asiatiques. Comptes rendus - mathématique, 347(7-8), pp. 407-411. Paris: Elsevier Masson SAS 10.1016/j.crma.2009.02.013

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Item Type:	Journal Article (Original Article)
Division/Institute:	08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science
UniBE Contributor:	Patie, Pierre Bernard
ISSN:	1631-073X
Publisher:	Elsevier Masson SAS
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 15:22
Last Modified:	05 Dec 2022 14:25
Publisher DOI:	10.1016/j.crma.2009.02.013
Web of Science ID:	000265061500013
URI:	https://boris.unibe.ch/id/eprint/36859 (FactScience: 206306)