Daniel Dufresne

The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding

Daniel Dufresne · Scandinavian Actuarial Journal · 1990 · 387 citations

Engineering, Financial Risk Management, Stochastic Analysis +16

Laguerre Series for Asian and Other Options

Daniel Dufresne · Mathematical Finance · 2000 · 148 citations

Option Pricing, Asset Pricing, Laguerre Series +11

The integrated square-root process

Daniel Dufresne · Minerva Access (University of Melbourne) · 2001 · 124 citations · Full text

Process Integration, Numerical Analysis, Engineering +6

The integral of geometric Brownian motion

Daniel Dufresne · Advances in Applied Probability · 2001 · 110 citations

Engineering, Integrable Probability, Stochastic Processes +7

Fitting combinations of exponentials to probability distributions

Daniel Dufresne · Applied Stochastic Models in Business and Industry · 2006 · 108 citations

Pade Approximant, Mixture Distribution, Engineering +12