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1.

図書

図書
Michel Émery, Marc Yor (eds.)
出版情報: Berlin : Springer-Verlag, c2002  x, 553 p. ; 24 cm
シリーズ名: Lecture notes in mathematics ; 1771. Institut de Mathématiques, Université de Strasbourg
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2.

図書

図書
Marc Yor
出版情報: Berlin : Springer, c2001  vii, 203 p. ; 24 cm
シリーズ名: Springer finance
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目次情報: 続きを見る
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 Levy processes
On Some Exponential-Integral Functionals of Bessel Processes
Exponential Functionals of Brownian Motion and Disordered Systems
On certain exponential functions of real Brownian motion
On Some Exponential Functionals of Brownian Motion
Some relations between Bessel processes
3.

図書

図書
Daniel Revuz, Marc Yor
出版情報: Berlin ; New York ; Tokyo : Springer-Verlag, c1994  xi, 560 p. ; 24 cm
シリーズ名: Die Grundlehren der mathematischen Wissenschaften ; 293
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4.

図書

図書
J. Azéma, P.A. Meyer, M. Yor, (eds.)
出版情報: Berlin ; Tokyo : Springer-Verlag, c1991  viii, 440 p. ; 25 cm
シリーズ名: Lecture notes in mathematics ; 1485
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