Moment generating function of the reciprocal of an integral of geometric Brownian motion
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Publication:4813694
DOI10.1090/S0002-9939-04-07449-0zbMath1043.60070MaRDI QIDQ4813694
Publication date: 13 August 2004
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-04-07449-0
60G15: Gaussian processes
60J65: Brownian motion
60G35: Signal detection and filtering (aspects of stochastic processes)
Cites Work