Exponential functional of Lévy processes: Generalized Weierstrass products and Wiener–Hopf factorization

Pierre Patie; Mladen Savov

Comptes Rendus. Mathématique, Volume 351 (2013) no. 9 p. 393-396

Law of the exponential functional of one-sided Lévy processes and Asian options

Pierre Patie

Comptes Rendus. Mathématique, Volume 347 (2009) no. 7 p. 407-411

On the first crossing times of a Brownian motion and a family of continuous curves

Larbi Alili; Pierre Patie

Comptes Rendus. Mathématique, Volume 340 (2005) no. 3 p. 225-228