Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model (Q857097): Difference between revisions

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+The integral of geometric Brownian motion
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+Q4509488
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+On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
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+On the integral of geometric Brownian motion
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+On some exponential functionals of Brownian motion
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+Exponential functionals of Brownian motion and related processes
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