Pages that link to "Item:Q5956488"
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The following pages link to A note on the distribution of integrals of geometric Brownian motion (Q5956488):
Displayed 4 items.
- Contingent claims on assets with conversion costs. (Q1873082) (← links)
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
- Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694) (← links)
- Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)