SF
ISBN: 9783540659433
出版社: Springer
出版年: 2001-09-21
页数: 203
定价: USD 69.95
装帧: Paperback
内容简介
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 also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.
关键词:SF