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scientific article
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scientific article

    Statements

    author
    Hélyette Geman
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    Marc Yor
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    publication date
    26 September 1992
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    zbMATH Keywords
    Laplace transform
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    Brownian motion
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    Asian options
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    91B28
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    33C15
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    zbMATH DE Number
    55167
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