  Our aim in this article is to provide explicit computable estimates for the
cumulative distribution function (c.d.f.) and the $p$-th order moment of the
exponential functional of a fractional Brownian motion (fBM) with drift. Using
elementary techniques, we prove general upper bounds for the c.d.f. of
exponential functionals of continuous Gaussian processes. On the other hand, by
applying classical results for extremes of Gaussian processes, we derive
general lower bounds. We also find estimates for the $p$-th order moment and
the moment-generating function of such functionals. As a consequence, we obtain
explicit lower and upper bounds for the c.d.f. and the $p$-th order moment of
the exponential functionals of a fBM, and of a series of independent fBMs. In
addition, we show the continuity in law of the exponential functional of a fBM
with respect to the Hurst parameter.
