On the moments of the integrated geometric Brownian motion (Q1639545)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the moments of the integrated geometric Brownian motion |
scientific article |
Statements
On the moments of the integrated geometric Brownian motion (English)
0 references
13 June 2018
0 references
geometric Brownian
0 references
moments
0 references
divided differences
0 references
Putzer algorithm
0 references
0 references
0 references
