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Windings of planar processes, exponential functionals and Asian options
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- Journal:
- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
- Published online by Cambridge University Press:
- 16 November 2018, pp. 726-742
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- September 2018
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Random motions at finite velocity in a non-Euclidean space
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- Journal:
- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 588-611
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- June 2007
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The integral of geometric Brownian motion
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- Journal:
- Advances in Applied Probability / Volume 33 / Issue 1 / March 2001
- Published online by Cambridge University Press:
- 01 July 2016, pp. 223-241
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- March 2001
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