Mathematics – Classical Analysis and ODEs
Scientist
Mathematics
Classical Analysis and ODEs
Scientist
Analytical ramifications of derivatives valuation: Asian options and special functions
Bessel processes, the integral of geometric Brownian motion, and Asian options
Brownian excursions an Parisian barrier options: a note
On the integral of geometric Brownian motion
On the valuation of arithmetic-average Asian options: Laguerre series and Theta integrals
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