2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/227875The purpose of this note is to describe, in terms of a power series, the distribution function of the exponential functional, taken at some independent exponential time, of a spectrally negative Lévy process ξwith unbounded variation. We also derive a Geman-Yor type formula for Asian options prices in a financial market driven by e^ξ.ProbabilityPricing of Securities60G51, 33C15, 91B28text