{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,17]],"date-time":"2026-03-17T16:40:14Z","timestamp":1773765614648,"version":"3.50.1"},"reference-count":0,"publisher":"Informa UK Limited","issue":"1","license":[{"start":{"date-parts":[[1999,1,1]],"date-time":"1999-01-01T00:00:00Z","timestamp":915148800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Mathematics and Decision Sciences"],"published-print":{"date-parts":[[1999,1,1]]},"abstract":"<jats:p>The purpose of this paper is to present a survey of recent developments concerning\nthe distributions of occupation times of Brownian motion and their applications in mathematical\nfinance. The main result is a closed form version for Akahori's generalized arc-sine law which can\nbe exploited for pricing some innovative types of options in the Black &amp; Scholes model. Moreover\na straightforward proof for Dassios' representation of the <mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" id=\"E1\"><mml:mi>\u03b1<\/mml:mi><\/mml:math>\n-quantile of Brownian motion with drift\nshall be provided.<\/jats:p>","DOI":"10.1155\/s1173912699000036","type":"journal-article","created":{"date-parts":[[2007,3,8]],"date-time":"2007-03-08T07:44:28Z","timestamp":1173339868000},"page":"41-62","source":"Crossref","is-referenced-by-count":13,"title":["Distributions of occupation times of Brownian motion with drift"],"prefix":"10.1080","volume":"3","author":[{"given":"Andreas","family":"Pechtl","sequence":"first","affiliation":[{"name":"Center of Asset Pricing and Financial Products Development, Deutsche Genossenschaftsbank Frankfurt am Main, Am Platz der Republik, Frankfurt am Main D\u201360325, Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"301","container-title":["Journal of Applied Mathematics and Decision Sciences"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/archive\/1999\/693018.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/archive\/1999\/693018.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,8,8]],"date-time":"2024-08-08T14:22:57Z","timestamp":1723126977000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.hindawi.com\/journals\/ads\/1999\/693018\/abs\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,1,1]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1999,1,1]]}},"alternative-id":["693018"],"URL":"https:\/\/doi.org\/10.1155\/s1173912699000036","relation":{},"ISSN":["1173-9126"],"issn-type":[{"value":"1173-9126","type":"print"}],"subject":[],"published":{"date-parts":[[1999,1,1]]}}}