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Exponential Functionals Brownian Motion by Yor Marc (23 results)
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paperback. Condition: As New. Book is in excellent condition, text is unmarked and pages are tight.
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US$ 29.93
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Add to basketSoftcover. 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.
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Exponential Functionals of Brownian Motion and Related Processes (Paperback)
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
First Edition
Paperback. Condition: new. Paperback. 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. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of Levy processes are indicated. Some papers originally published in French are made available in English for the first time. Collects papers about the laws of geometric Brownian motions and their time-integrals. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Condition: New.
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US$ 59.16
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Condition: As New. Unread book in perfect condition.
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Condition: New. pp. 218.
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On Exponential Functionals of Brownian Motion and Related Processes
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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US$ 67.81
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Exponential Functionals of Brownian Motion and Related Processes (Springer Finance).
Published by Berlin, Heidelberg, New York: Springer, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
US$ 41.92
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Add to basketBroschiert. Condition: Sehr gut. Zust: Gutes Exemplar. VII, 203 S., Englisch 328g.
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US$ 65.97
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Exponential Functionals of Brownian Motion and Related Processes
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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US$ 81.78
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Exponential Functionals of Brownian Motion and Related Processes (Springer Finance)
Seller: Roland Antiquariat UG haftungsbeschränkt, Weinheim, Germany
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US$ 83.85
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Add to basket216 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.
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Condition: New. 2001. Paperback. . . . . . Books ship from the US and Ireland.
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Exponential Functionals of Brownian Motion and Related Processes
Published by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
US$ 57.94
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US$ 89.73
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Add to basketPaperback. Condition: Brand New. 1st edition. 203 pages. 9.25x6.25x0.50 inches. In Stock.
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Exponential Functionals of Brownian Motion and Related Processes
Published by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
US$ 64.07
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Add to basketTaschenbuch. 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.
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paperback. Condition: New. In shrink wrap. Looks like an interesting title!
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Exponential Functionals of Brownian Motion and Related Processes
Published by Springer Berlin Heidelberg, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
US$ 35.34
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Add to basketCondition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
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Exponential Functionals of Brownian Motion and Related Processes (Paperback)
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2001
ISBN 10: 3540659439 ISBN 13: 9783540659433
Language: English
First Edition
US$ 124.95
Convert currencyUS$ 37.00 shipping from Australia to U.S.A.Quantity: 1 available
Add to basketPaperback. Condition: new. Paperback. 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. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of Levy processes are indicated. Some papers originally published in French are made available in English for the first time. Collects papers about the laws of geometric Brownian motions and their time-integrals. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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US$ 79.13
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Add to basketCondition: 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.
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US$ 86.24
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Add to basketCondition: New. PRINT ON DEMAND pp. 218.
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Exponential Functionals of Brownian Motion and Related Processes
Published 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
US$ 89.66
Convert currencyUS$ 26.75 shipping from Germany to U.S.A.Quantity: 2 available
Add to basketTaschenbuch. 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.
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Exponential Functionals of Brownian Motion and Related Processes
Published 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
US$ 64.07
Convert currencyUS$ 69.78 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketTaschenbuch. 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.
