DOI
10.31390/cosa.7.4.02
Recommended Citation
Ivanov, Roman V
(2013)
"On the exact distribution of the maximum of the exponential of the generalized normal-inverse Gaussian process with respect to a martingale measure,"
Communications on Stochastic Analysis: Vol. 7:
No.
4, Article 2.
DOI: 10.31390/cosa.7.4.02
Available at:
https://repository.lsu.edu/cosa/vol7/iss4/2