https://doi.org/10.4169/amer.math.monthly.122.8.786 https://www.jstor.org/stable/10.4169/amer.math.monthly.122.8.786 We prove a simple exponential inequality which ...
The aim of this paper is to investigate discrete approximations of the exponential functional of Brownian motion (which plays an important role in Asian options of financial mathematics) with the help ...
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