2 results
On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of brownian motion and asian option values
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 08 September 2016, pp. 995-1027
- Print publication:
- December 2006
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- Article
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- You have access
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On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 08 September 2016, pp. 969-994
- Print publication:
- December 2006
-
- Article
-
- You have access
- Export citation