Revisiting integral functionals of geometric Brownian motion (Q2197607)
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scientific article
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| English | Revisiting integral functionals of geometric Brownian motion |
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Revisiting integral functionals of geometric Brownian motion (English)
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1 September 2020
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exponential integral functional
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Laplace transform
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geometric Brownian motion
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0.8219087719917297
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0.8194924592971802
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0.8189607858657837
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0.818647027015686
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0.8163486123085022
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