A version of Pitman's 2M — X theorem for geometric Brownian motions (Q4260077)
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scientific article; zbMATH DE number 1332809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A version of Pitman's 2M — X theorem for geometric Brownian motions |
scientific article; zbMATH DE number 1332809 |
Statements
A version of Pitman's 2M — X theorem for geometric Brownian motions (English)
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9 May 2000
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geometric Brownian motion
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Rogers-Pitman extension
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three-dimensional Bessel process
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generalized inverse Gaussian distributions
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