Order Total (1 Item Items):
Shipping Destination:
Exponential Functionals Brownian Motion by Yor Marc (17 results)
Skip to main search results
Search filters
Product Type
- All Product Types
- Books (17)
- Magazines & Periodicals (No further results match this refinement)
- Comics (No further results match this refinement)
- Sheet Music (No further results match this refinement)
- Art, Prints & Posters (No further results match this refinement)
- Photographs (No further results match this refinement)
- Maps (No further results match this refinement)
- Manuscripts & Paper Collectibles (No further results match this refinement)
Condition Learn more
- New (12)
- As New, Fine or Near Fine (3)
- Very Good or Good (No further results match this refinement)
- Fair or Poor (No further results match this refinement)
- As Described (2)
Binding
- All Bindings
- Hardcover (No further results match this refinement)
- Softcover (17)
Collectible Attributes
- First Edition (No further results match this refinement)
- Signed (No further results match this refinement)
- Dust Jacket (No further results match this refinement)
- Seller-Supplied Images (7)
- Not Print on Demand (13)
Language (1)
Free Shipping
- Free Shipping to U.S.A. (No further results match this refinement)
Seller Location
Seller Rating
-
paperback. Condition: As New. Book is in excellent condition, text is unmarked and pages are tight.
-
Softcover. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-01667 9783540659433 Sprache: Englisch Gewicht in Gramm: 550.
-
-
On Exponential Functionals of Brownian Motion and Related Processes
Book 5 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In.
-
-
Condition: New. pp. 218.
-
Exponential Functionals of Brownian Motion and Related Processes (Springer Finance).
Book 5 of 53: Springer FinancePublished by Berlin, Heidelberg, New York: Springer, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
Broschiert. Condition: Sehr gut. Zust: Gutes Exemplar. VII, 203 S., Englisch 328g.
-
Exponential Functionals of Brownian Motion and Related Processes (Springer Finance)
Book 5 of 53: Springer FinanceSeller: Roland Antiquariat UG haftungsbeschränkt, Weinheim, Germany
Seller rating 5 out of 5 stars
216 p. Unread book. Very good condition. Like new. Miimum traces of storage. 9783540659433 Sprache: Englisch Gewicht in Gramm: 331 Softcover: 15.5 x 1.2 x 23.5 cm Softcover reprint of the original 1st ed. 2001.
-
Paperback. Condition: Brand New. 1st edition. 203 pages. 9.25x6.25x0.50 inches. In Stock.
-
Exponential Functionals of Brownian Motion and Related Processes
Book 5 of 53: Springer FinancePublished by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
Kartoniert / Broschiert. Condition: New.
-
Exponential Functionals of Brownian Motion and Related Processes
Book 5 of 53: Springer FinancePublished by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
-
paperback. Condition: New. In shrink wrap. Looks like an interesting title!
-
Exponential Functionals of Brownian Motion and Related Processes
Book 5 of 53: Springer FinancePublished by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
-
Condition: New. Print on Demand pp. 218 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
-
Condition: New. PRINT ON DEMAND pp. 218.
-
Exponential Functionals of Brownian Motion and Related Processes
Book 5 of 53: Springer FinancePublished by Springer Berlin Heidelberg Aug 2001, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 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. 216 pp. Englisch.
-
Exponential Functionals of Brownian Motion and Related Processes
Book 5 of 53: Springer FinancePublished by Springer Berlin Heidelberg, Springer Berlin Heidelberg Aug 2001, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 216 pp. Englisch.
