REVIEW
|
doi:10.20944/preprints201610.0097.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
planar Brownian motion; complex-valued Ornstein-Uhlenbeck processes; Lévy~processes; Stable processes; windings; skew-product representation; Spitzer's Theorem; Bougerol's identity; Asian options; pricing
Online: 24 October 2016 (04:57:32 CEST)