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Cited in
(7)- Calculating independent contrasts for the comparative study of substitution rates
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion
- The Hartman-Watson distribution revisited: asymptotics for pricing Asian options
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals
- Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
- Stochastic life annuities
- Closed form modeling of evolutionary rates by exponential Brownian functionals
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