Skip to main navigation
Skip to search
Skip to main content
NYU Scholars Home
Help & FAQ
Home
Profiles
Research units
Research output
Search by expertise, name or affiliation
Bessel processes, the integral of geometric Brownian motion, and Asian options
P. Carr, M. Schröder
Finance and Risk Engineering
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Bessel processes, the integral of geometric Brownian motion, and Asian options'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Asian Options
100%
Bessel Process
100%
Complex Analysis
25%
Exponential Functionals of Brownian Motion
25%
Geometric Brownian Motion
100%
Laplace Transform
25%
Mathematical Finance
25%
Negative Index
25%
Stochastic Analysis
25%
Stochastic Processes
25%
Watson
25%
Watson's Theory
25%
Mathematics
American Option
100%
Brownian Motion
25%
Complex Analysis
25%
Friedrich Wilhelm Bessel
100%
Functionals
25%
Geometric Brownian Motion
100%
Laplace Transform
25%
Mathematical Contribution
25%
Mathematical Finance
25%
Stochastic Process
25%
Stochastics
25%
Economics, Econometrics and Finance
Mathematical Finance
25%