Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694)
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scientific article; zbMATH DE number 2091089
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| English | Moment generating function of the reciprocal of an integral of geometric Brownian motion |
scientific article; zbMATH DE number 2091089 |
Statements
Moment generating function of the reciprocal of an integral of geometric Brownian motion (English)
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13 August 2004
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geometric Brownian motion
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Asian options
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moment generating functions
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0.91573477
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0.9049445
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0.9041682
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0.8957101
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