Exact probability distribution function for the volatility of cumulative production (Q2150153): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2744685507
@@ Property / OpenAlex ID: W2744685507 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT
@@ Property / cites work: SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete sums of geometric Brownian motions, annuities and Asian options
+Normal rank
@@ Property / cites work @@
+Corrigendum: Linear models of economic survival under production uncertainty
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion. I: Probability laws at fixed time
+Normal rank
@@ Property / cites work @@
+Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables
+Normal rank