Some applications of occupation times of Brownian motion with drift in mathematical finance.
Pechtl, Andreas
Journal of Applied Mathematics and Decision Sciences, Tome 3 (1999), p. 63-73 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 1999-01-01
DOI : https://doi.org/10.1155/S1173912699000048
EUDML-ID : urn:eudml:doc:120176 
@article{01340877,
     title = {Some applications of occupation times of Brownian motion with drift in mathematical finance.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {3},
     year = {1999},
     pages = {63-73},
     doi = {10.1155/S1173912699000048},
     zbl = {0933.91017},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01340877}
}

Pechtl, Andreas. Some applications of occupation times of Brownian motion with drift in mathematical finance.. Journal of Applied Mathematics and Decision Sciences, Tome 3 (1999) pp. 63-73. doi : 10.1155/S1173912699000048. http://gdmltest.u-ga.fr/item/01340877/