Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504): Difference between revisions

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Latest revision as of 21:05, 6 June 2024

scientific article; zbMATH DE number 2103411
Language Label Description Also known as
English
Geometric bounds on certain sublinear functionals of geometric Brownian motion
scientific article; zbMATH DE number 2103411

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    Geometric bounds on certain sublinear functionals of geometric Brownian motion (English)
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    27 September 2004
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    geometric Brownian motion
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    sublinear functional
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    log-normal distribution
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    geometric inequality
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    log-concave distribution
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    tail probability
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    moment inequality
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    moment problem
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    option pricing
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    Asian basket option
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