rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Exponential Functionals of Brownian Motion and Related Processes
  name:
    name part: Yor, Marc.
    role:
      role term: creator
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: gw
    date issued: 2001
    issuance: monographic
  language:
    language term: eng
  physical description:
    reformatting quality: access
    form: remote
    extent: 1 online resource (ix, 205 pages)
  abstract: 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.
  table of contents: On certain exponential functions of real Brownian motion -- On Some Exponential Functionals of Brownian Motion -- Some relations between Bessel processes, Asian options and confluent hypergeometric functions -- The laws of exponential functions of Brownian motion, taken at various random times -- Bessel Processes, Asian option and perpetuities -- Further Results on Exponential Functionals of Brownian Motion -- From Planar Brownian Windings to Asian Options -- On exponential functions of certain Lévy processes -- On Some Exponential-Integral Functionals of Bessel Processes -- Exponential Functionals of Brownian Motion and Disordered Systems.
  note: by Marc Yor.
  note: Electronic resource.
  subject:
    topic: Mathematics
  subject:
    topic: Finance
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Finance
  subject:
    topic: Mathematics
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer finance
  identifier: 9783642566349 (electronic bk.)
  identifier: 3642566340 (electronic bk.)
  identifier: 9783540659433
  identifier: 3540659439
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: AU@
    record creation date: 121227
    record change date: 20260422174043.6
    record identifier: in00003571698
    language of cataloging:
      language term: eng