Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901): Difference between revisions

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Latest revision as of 15:38, 9 December 2024

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Monte Carlo computation of the Laplace transform of exponential Brownian functionals
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    Monte Carlo computation of the Laplace transform of exponential Brownian functionals (English)
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    20 September 2013
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    exponential Brownian functionals
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    Monte Carlo method
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    generalized hyperbolic secant distribution
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    numerical examples
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    Laplace transorm
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