| Preface 0. Functionals of Brownian Motion in Finance and in Insurance 1. On Certain Exponential Functionals of Real-Valued Brownian Motion 2. On Some Exponential Functionals of Brownian Motion 3. Some Relations between Bessel Processes, Asian Options and Confluent Hypergeometric Functions 4. The Laws of Exponential Functionals of Brownian 5. Bessel Processes, Asian Options, and Perpetuities 6. Further Results on Exponential Functionals of Brownian Motion 7. From Planar Brownian Windings to Asian Options 8. On Exponential Functionals of Certain Levy Processes 9. On Some Exponential-integral Functionals of Bessel Processes 10. Exponential Functionals of Brownian Motion and Disordered Systems Index |
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