M. Schroder

发表

On the integral of geometric Brownian motion

M. Schroder, 2002, math/0205063.

Bessel processes, the integral of geometric Brownian motion, and Asian options

P. Carr, M. Schroder, Peter Carr, 2003, math/0311280.

On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited

P. Carr, M. Schroder, 2001, math/0102080.

Analytical ramifications of derivatives valuation: Asian options and special functions

M. Schroder, 2002, math/0202298.

On the integral of geometric Brownian motion

M. Schroder, 2002, math/0205063.

Brownian excursions an Parisian barrier options: a note

M. Schroder, 2002, math/0202299.

On the valuation of Paris options: foundational results

M. Schroder, 2000, math/0004016.

Cape Verde Frontal Zone

W. Zenk, M. Schroder, B. Klein, 1991 .

On a Brownian excursion law, I: convolution representations

M. Schroder, 2013, 1303.5203.

On the valuation of Asian options: integral representations

M. Schroder, 2000, math/0003055.