✦ LIBER ✦

Computing exponential moments of the discrete maximum of a Lévy process and lookback options

✍ Scribed by Liming Feng; Vadim Linetsky

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Jarque–Bera normality test for the drivi

✍ Sangyeol Lee; Hiroki Masuda 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 693 KB

Universal first-passage properties of di

✍ Satya N. Majumdar 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 537 KB

Zero-one laws for the excursions and ran

✍ M. T. Barlow 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 743 KB

An almost sure functional limit theorem

✍ Boris Buchmann; Ross Maller; Alex Szimayer 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 333 KB