Work

On some exponential functionals of Brownian motion

Year: 1992

Type: article

Source: Advances in Applied Probability

DOI: 10.1017/s0001867800024381

Author: Marc Yor

Institution: Université Pierre-et-Marie-Curie

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4205315693

FWCI: 1.8

Cites: 6

Cited by: 45

Related to: 10