A note on the distribution of integrals of geometric Brownian motion (Q5956488)
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scientific article; zbMATH DE number 1709411
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on the distribution of integrals of geometric Brownian motion |
scientific article; zbMATH DE number 1709411 |
Statements
A note on the distribution of integrals of geometric Brownian motion (English)
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11 August 2002
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geometric Brownian motion
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Asian options
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turbulence
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0.818647027015686
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0.8169472217559814
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0.7972002029418945
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0.7932509183883667
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0.7843806147575378
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