Work

On a Triplet of Exponential Brownian Functionals

Year: 2001

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/978-3-540-44671-2_27

Authors: Larbi Alili, Hiroyuki Matsumoto, Tomoyuki Shiraishi

Institutions: TU Wien, Nagoya University, The University of Osaka

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1758499568

FWCI: 5.51

Cites:

Cited by: 29

Related to: 10