Exponential Functionals of Brownian Motion and Related Processes /

This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and al...

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Bibliographic Details

Main Author:	Yor, Marc
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2001.
Series:	Springer finance.
Subjects:	Mathematics. Finance. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book