Work

Exponential Functionals of Lévy Processes

Year: 2001

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-1-4612-0197-7_2

Authors: Philippe Carmona, Frédérique Petit, Marc Yor

Institutions: Université Toulouse III - Paul Sabatier, Université de Toulouse, Laboratoire de Probabilités et Modèles Aléatoires

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4248474435

FWCI: 9.184

Cites: 35

Cited by: 62

Related to: 10