Windings of planar processes, exponential functionals and Asian options. Jedidi, W. & Vakeroudis, S. Advances in Applied Probability, 50(3):726–742, September, 2018.
Paper doi bibtex @Article{Jedidi:2018:WPP,
author = "Wissem Jedidi and Stavros Vakeroudis",
title = "Windings of planar processes, exponential functionals
and {Asian} options",
journal = j-ADV-APPL-PROB,
volume = "50",
number = "3",
pages = "726--742",
month = sep,
year = "2018",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.1017/apr.2018.33",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat Mar 16 08:55:05 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/windings-of-planar-processes-exponential-functionals-and-asian-options/1CF769E70E465DE4FBB7D9F75F1655D8",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability",
onlinedate = "16 November 2018",
}
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