Exponential functionals of Brownian motion and related processes
Marc Yor
| Year of publication: |
2001
|
|---|---|
| Authors: | Yor, Marc |
| Publisher: |
Berlin : Springer |
| Subject: | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Theorie | Theory | Brownsche Bewegung | Stochastische Analysis |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [digitale-objekte.hbz-nrw.de] |
| Extent: | VII, 203 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Notes: | Enth. 10 Beiträge Literaturangaben |
| ISBN: | 3-540-65943-9 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001559455