On dufresne's relation between the probability laws of exponential functionals of brownian motions with different drifts

Authors
Matsumoto, Hyroyuki Yor, Marc
Citation
Matsumoto, Hyroyuki et Yor, Marc, On dufresne's relation between the probability laws of exponential functionals of brownian motions with different drifts, Advances in applied probability , 35(1), 2003, pp. 184-206
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
35
Issue
1
Year of publication
2003
Pages
184 - 206
Database
ACNP
SICI code