Exponential Functionals of Brownian Motion and Related Processes (Paperback, Softcover reprint of the original 1st ed. 2001)

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 Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Springer Finance Lecture Notes
Release date:	August 2001
First published:	2001
Authors:	Marc Yor
Dimensions:	235 x 155 x 11mm (L x W x T)
Format:	Paperback
Pages:	206
Edition:	Softcover reprint of the original 1st ed. 2001
ISBN-13:	978-3-540-65943-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis Books > Money & Finance > General
LSN:	3-540-65943-9
Barcode:	9783540659433

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!