A note on the distribution of integrals of geometric Brownian motion (Q5956488): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3998410 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3316270 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4395532 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The value of an Asian option / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On some exponential functionals of Brownian motion / rank | |||
Normal rank | |||
Latest revision as of 23:03, 3 June 2024
scientific article; zbMATH DE number 1709411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the distribution of integrals of geometric Brownian motion |
scientific article; zbMATH DE number 1709411 |
Statements
A note on the distribution of integrals of geometric Brownian motion (English)
0 references
11 August 2002
0 references
geometric Brownian motion
0 references
Asian options
0 references
turbulence
0 references
