On some exponential functionals of Brownian motion (1992)

by Hiroyuki Matsumoto , Marc Yor
Venue:Adv. Appl. Prob
Citations:142 - 14 self

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©2004 INFORMS Spectral Expansions for Asian – Average Price Options, Vadim Linetsky
283 The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. – Jim Pitman, Marc Yor - 1995
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39 A Survey and Some Generalizations of Bessel Processes – Anja Göing-Jaeschke, Marc Yor - 1999