On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model (Q2866767)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model |
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On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model (English)
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16 December 2013
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geometric Brownian motion
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Ornstein-Uhlenbeck process
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Laplace transform
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Bessel process
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\(T_\alpha\) transform
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