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Paperback Exponential Functionals of Brownian Motion and Related Processes Book

ISBN: 3540659439

ISBN13: 9783540659433

Exponential Functionals of Brownian Motion and Related Processes

This monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, which have been, and still are, of interest, during at least the last decade, to researchers in Mathematical finance; - an introduction to the subject from the view point of Mathematical Finance by H. Geman. The origin of my interest in the study of exponentials...

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