7 citations · 11 across the 5 of their papers we have counts for
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q-fin.PR2016★ 1 cited
Exponential functionals of Levy processes and variable annuity guaranteed benefits
Runhuan Feng, Alexey Kuznetsov, Fenghao Yang
Exponential functionals of Brownian motion have been extensively studied in financial and insurance mathematics due to their broad applications, for example, in the pricing of Asia…
math.CA2016★ 2 cited
Constructing measures with identical moments
Alexey Kuznetsov
The Nevanlinna parametrization establishes a bijection between the class of all measures having a prescribed set of moments and the class of Pick functions. The fact that all measu…