On the distribution of the time-integral of the geometric Brownian motion (Q6411298)

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scientific article; zbMATH DE number 7415986
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On the distribution of the time-integral of the geometric Brownian motion
scientific article; zbMATH DE number 7415986

    Statements

    publication date
    19 September 2022
    0 references
    arXiv ID
    2209.09412
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    arXiv classification
    math.PR
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    author
    Péter Nándori
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    Dan Pirjol
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    zbMATH DE Number
    7415986
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