The integral of geometric Brownian motion (Q2726726): Difference between revisions
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Latest revision as of 21:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The integral of geometric Brownian motion |
scientific article |
Statements
The integral of geometric Brownian motion (English)
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24 February 2002
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Brownian motion
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Bougerol's identity
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Asian options
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