The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (Q4918578)
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scientific article; zbMATH DE number 6157744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion |
scientific article; zbMATH DE number 6157744 |
Statements
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (English)
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25 April 2013
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integrated geometric Brownian motion
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confluent hypergeometric function
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hitting time
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Laplace transform
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