Item description for On Exponential Functionals of Brownian Motion and Related Processes by Marc Yor...
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 Lvy processes are indicated. Some papers originally published in French are made available in English for the first time.
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Est. Packaging Dimensions: Length: 9.25" Width: 6.15" Height: 0.5" Weight: 0.73 lbs.
Release Date Sep 21, 2001
ISBN 3540659439 ISBN13 9783540659433
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More About Marc Yor
Marc Yor is a Professor in the Laboratoire de Probabilites et Modeles Aleatoires at Universite Pierre et Marie Curie (Paris VI).
Marc Yor has an academic affiliation as follows - Universite Paris VI, France Universit?? de Paris VI (Pierre et Marie C.