摘要翻译：
本文的目的是用幂级数描述无界变差谱负L\'Evy过程\xi的指数函数在某个独立指数时刻的分布函数。本文还导出了E^\xi驱动的金融市场中亚式期权价格的Geman-Yor型公式。
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英文标题：
《Law of the exponential functional of one-sided L\'evy processes and
  Asian options》
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作者：
Pierre Patie
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最新提交年份：
2009
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分类信息：

一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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英文摘要：
  The purpose of this note is to describe, in terms of a power series, the distribution function of the exponential functional, taken at some independent exponential time, of a spectrally negative L\'evy process \xi with unbounded variation. We also derive a Geman-Yor type formula for Asian options prices in a financial market driven by e^\xi.
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PDF链接：
https://arxiv.org/pdf/0904.3000