Derives explicit Kolmogorov distance bound between exponential functionals of fBM with varying Hurst index using Malliavin calculus.
Yor, Exponential functionals of Brownian motion and related pro cesses
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Kolmogorov distance between the exponential functionals of fractional Brownian motion
Derives explicit Kolmogorov distance bound between exponential functionals of fBM with varying Hurst index using Malliavin calculus.