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

@@ Property / Mathematics Subject Classification ID @@
+R10
@@ Property / Mathematics Subject Classification ID: 65R10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A10
@@ Property / Mathematics Subject Classification ID: 44A10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6209858
@@ Property / zbMATH DE Number: 6209858 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exponential Brownian functionals
@@ Property / zbMATH Keywords: exponential Brownian functionals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo method
@@ Property / zbMATH Keywords: Monte Carlo method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized hyperbolic secant distribution
@@ Property / zbMATH Keywords: generalized hyperbolic secant distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical examples
@@ Property / zbMATH Keywords: numerical examples / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Laplace transorm
@@ Property / zbMATH Keywords: Laplace transorm / rank @@
+Normal rank

Revision as of 09:23, 29 June 2023