Exponential functionals of Brownian motion and related processes

• Main Author: Yor, Marc
• Format: Book
• Language: English
• Published: Berlin Springer 2001
• Series: Springer finance
• Subjects: Πιθανότητες; Κίνηση Brown; Στοχαστικές διαδικασίες
• Physical Description: vii, 203 p. 24 cm .
• Bibliography: Includes bibliographical references
• ISBN: 3540659439