In *Advances in mathematical finance*, of *Appl. Numer. Harmon. Anal.*, pages 49–58. Birkhäuser Boston, Boston, MA, 2007.

Paper doi bibtex

Paper doi bibtex

@incollection{MR2359362, Address = {Boston, MA}, Author = {Yor, Marc}, Booktitle = {Advances in mathematical finance}, Date-Added = {2010-07-26 12:30:14 -0700}, Date-Modified = {2010-07-26 12:31:17 -0700}, Doi = {10.1007/978-0-8176-4545-8_4}, Keywords = {Gamma process}, Mrclass = {33B15 (60E05)}, Mrnumber = {MR2359362 (2008m:33006)}, Mrreviewer = {Steven Joel Miller}, Pages = {49--58}, Publisher = {Birkh{\"a}user Boston}, Series = {Appl. Numer. Harmon. Anal.}, Title = {A note about {S}elberg's integrals in relation with the beta-gamma algebra}, Url = {http://dx.doi.org/10.1007/978-0-8176-4545-8_4}, Year = {2007}, Bdsk-File-1 = {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}, Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=2359362}, Bdsk-Url-2 = {http://dx.doi.org/10.1007/978-0-8176-4545-8_4}}

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