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Beta products with complex parameters
Dufresne, Daniel (contributor) - 2007
Persistent link: https://www.econbiz.de/10003632986
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G distributions and the beta-gamma algebra
Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901911
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Laguerre series for Asian and other options
Dufresne, Daniel - In: Mathematical finance : an international journal of … 10 (2000) 4, pp. 407-428
Persistent link: https://www.econbiz.de/10002179018
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Two notes on financial mathematics
Dufresne, Daniel (contributor) - 2005
Persistent link: https://www.econbiz.de/10003145390
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Fitting combinations of exponentials to probability distributions
Dufresne, Daniel (contributor) - 2005
Persistent link: https://www.econbiz.de/10002575697
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Stochastic life annuities
Dufresne, Daniel (contributor) - 2004
Persistent link: https://www.econbiz.de/10002575907
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Bessel processes and a functional of Brownian motion
Dufresne, Daniel (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002237657
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A general formula for option prices in a stochastic volatility model
Ching, Stephen; Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901912
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A general formula for option prices in a stochastic volatility model
Ching, Stephen; Dufresne, Daniel - In: Applied mathematical finance 19 (2012) 3/4, pp. 313-340
Persistent link: https://www.econbiz.de/10009710970
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A two-dimensional extention of Bougerol's identity in law for the exponential functional of Brownian motion
Dufresne, Daniel; Yor, Marc - 2011
Persistent link: https://www.econbiz.de/10009419877