Functionals of exponential Brownian motion and divided differences-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Functionals of exponential Brownian motion and divided differences

Published:2011-09 Issue:4 Volume:236 Page:424-433
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Baxter B.J.C.,Brummelhuis R.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference11 articles.

1. Probability and Measure;Billingsley,1995

2. Brownian Motion and Stochastic Calculus;Karatzas,1991

3. Exponential Functions of Brownian Motion and Related Processes;Yor,2001

4. Steady flux in a continuous-space Sinai chain;Oshanin;Journal of Statistical Physics,1993

5. Options, Futures and Other Derivatives;Hull,2000

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the density for sums of independent Mittag-Leffler variates with common order;Statistics & Probability Letters;2021-12

2. On the density for sums of independent exponential, Erlang and gamma variates;Statistical Papers;2021-07-29

3. Sampling inequalities for anisotropic tensor product grids;IMA Journal of Numerical Analysis;2019-01-08

4. On the moments of the integrated geometric Brownian motion;Journal of Computational and Applied Mathematics;2018-11

5. Divided differences in noncommutative geometry: Rearrangement Lemma, functional calculus and expansional formula;Journal of Noncommutative Geometry;2017

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP