The Laplace transform of hitting times of integrated geometric Brownian motion (Q4918578)
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scientific article; zbMATH DE number 6157744
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| English | The Laplace transform of hitting times of integrated geometric Brownian motion |
scientific article; zbMATH DE number 6157744 |
Statements
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (English)
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25 April 2013
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integrated geometric Brownian motion
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confluent hypergeometric function
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hitting time
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Laplace transform
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0.8254894018173218
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0.8100868463516235
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0.799511194229126
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0.7908933758735657
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