Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694): Difference between revisions
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| Property / cites work: A note on the distribution of integrals of geometric Brownian motion / rank | |||
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| Property / cites work: Q3963759 / rank | |||
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| Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
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Revision as of 19:52, 6 June 2024
scientific article; zbMATH DE number 2091089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment generating function of the reciprocal of an integral of geometric Brownian motion |
scientific article; zbMATH DE number 2091089 |
Statements
Moment generating function of the reciprocal of an integral of geometric Brownian motion (English)
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13 August 2004
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geometric Brownian motion
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Asian options
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moment generating functions
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