Work

Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift

Year: 2026

Type: book-chapter

Source: University of Warwick

DOI: 10.82444/warw.33733918

Authors: Larbi Alili, Daniel Dufresne, Marc Yor

Language: French

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W113458551

FWCI:

Cites:

Cited by: 33

Related to: 10