Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s11009-011-9261-8 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11009-011-9261-8 / rank | |||
Normal rank | |||
Latest revision as of 15:38, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo computation of the Laplace transform of exponential Brownian functionals |
scientific article |
Statements
Monte Carlo computation of the Laplace transform of exponential Brownian functionals (English)
0 references
20 September 2013
0 references
exponential Brownian functionals
0 references
Monte Carlo method
0 references
generalized hyperbolic secant distribution
0 references
numerical examples
0 references
Laplace transorm
0 references
