The integral of geometric Brownian motion (Q2726726)

From MaRDI portal
Revision as of 08:09, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
The integral of geometric Brownian motion
scientific article

    Statements

    title
    The integral of geometric Brownian motion (English)
    0 references
    author
    Daniel Dufresne
    0 references
    publication date
    24 February 2002
    0 references
    zbMATH Keywords
    Brownian motion
    0 references
    Bougerol's identity
    0 references
    Asian options
    0 references

    Identifiers

    DOI
    10.1239/aap/999187905
    0 references
    zbMATH DE Number
    1621401
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2726726&oldid=27177385"
    Powered by MediaWiki