Pages that link to "Item:Q1579536"
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The following pages link to On positive and negative moments of the integral of geometric Brownian motions (Q1579536):
Displaying 16 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- The mean first rotation time of a planar polymer (Q635780) (← links)
- Exit probability for an integrated geometric Brownian motion (Q1026332) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- On the moments of the integrated geometric Brownian motion (Q1639545) (← links)
- An extension of Seshadri's identities for Brownian motion (Q1871298) (← links)
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion (Q2436060) (← links)
- The law of geometric Brownian motion and its integral, revisited; application to conditional moments (Q2782355) (← links)
- On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model (Q2866767) (← links)
- On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
- On the integral of geometric Brownian motion (Q4405825) (← links)
- Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694) (← links)
- Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)
- LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS (Q5692940) (← links)
- Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process (Q6137767) (← links)
- Invariance of Brownian motion associated with exponential functionals (Q6145596) (← links)
