Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Exponential Functionals of Brownian Motion and Related Processes

Exponential Functionals of Brownian Motion and Related Processes

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540659433
Condition
New
Product Description

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 of Brownian motion in relation with mathematical finance is the question, first asked to me by S. Jacka in Warwick in December 1988, and later by M. Chesney in Geneva, and H. Geman in Paris, to compute the price of Asian options, i. e. : to give, as much as possible, an explicit expression for: (1) where A~v) = I~ dsexp2(Bs + liS), with (Bs,s::::: 0) a real-valued Brownian motion. Since the exponential process of Brownian motion with drift, usually called: geometric Brownian motion, may be represented as: t ::::: 0, (2) where (Rt), u ::::: 0) denotes a 15-dimensional Bessel process, with 5 = 2(1I+1), it seemed clear that, starting from (2) [which is analogous to Feller's repre sentation of a linear diffusion X in terms of Brownian motion, via the scale function and the speed measure of X], it should be possible to compute quan tities related to (1), in particular: in hinging on former computations for Bessel processes.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$36.00
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

10% OFF
This deals requires coupon Get Code Here
$36.00
See Site In stock Visit Store

Similar Products

Doses of the Future

$19.99

Total Synthesis of Indole Alkaloids

$109.99

Modell fr ein rechneruntersttztes Qualittssicherungssystem gem DIN ISO 9000 ff

$69.99

Atlas of Upper Gastrointestinal and Hepato-Pancreato-Biliary Surgery

$419.00

Visual Methodology in Migration Studies

$59.99

Barriers to Employment

$44.99

Entscheidungen

$24.99

User-Centered Data Management

$19.99

Money Stock Control and Inflation Targeting in Germany

$54.99

Oculoplastics and Orbit

$99.00

Acoustics and Hearing

$84.99

Concepts and Applications of Stem Cell Biology

$79.99

Handbook of Behavioral Group Therapy

$39.99

Allgemeine Theorie der Menschlichen Haltung und Bewegung

$59.99

Finanzanalyse

$59.99

Phytoremediation

$329.99

European Cinema and Television

$109.99

Positive Psychology in the Middle East/North Africa

$54.99

Constructive Side-Channel Analysis and Secure Design

$54.99

The Meaning of Friendship

$49.99

Lexikon der Wirtschaftsinformatik

$99.99

Universitre Lernkultur

$49.99

Zentralbank, Aktienkurssturz und Systemkrise

$49.99

Perinatal Stem Cells

$129.00

Zwischen Antimoderne und Postmoderne

$119.99

Creating Values with Operations and Analytics

$179.99

JIMD Reports, Volume 30

$54.99

End-User Development

$64.99

Marktsimulation zur strategischen Planung von Produktportfolios

$49.99

Modern Vascular Surgery

$39.99

Oracle WebLogic Server 12c Administration I Exam 1Z0-133

$79.99

Seeking Success in E-Business

$84.99

Iran and the Arab World

$109.99

Analysis and Modeling of Complex Data in Behavioral and Social Sciences

$39.99

Erweiterung der Interaktionskompetenz mit Inakko

$74.99

Fachkrftemangel und Manahmen-Champions

$59.99

Education and the Knowledge Society

$84.99

ber den Unterricht in der Aussprache des Englischen

$49.99

Einige Klassen Singulrer Gleichungen

$69.99

Advances and Clinical Practice in Pyrosequencing

$84.99