Abstract
Exponential of functionals of solutions to certain stochastic differential equations (SDEs) plays an interesting role in some mathematical finance problems. The purpose of this paper is to establish some estimates for these exponentials.
Open Access
Some estimates on exponentials of solutions to stochastic differential equations
Received26 Mar 2004
Revised25 Aug 2004
Copyright
Copyright © 2004 Hindawi Publishing Corporation. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.