research
∙
01/31/2020
Revisiting integral functionals of geometric Brownian motion
In this paper we revisit the integral functional of geometric Brownian m...
research
∙
03/13/2018
On moments of integral exponential functionals of additive processes
Let X = (X t) t>0 be a real-valued additive process, i.e., a process wit...
research
∙
03/13/2018