Pages that link to "Item:Q1639545"
From MaRDI portal
The following pages link to On the moments of the integrated geometric Brownian motion (Q1639545):
Displaying 6 items.
- Functionals of exponential Brownian motion and divided differences (Q651098) (← links)
- The integral of geometric Brownian motion (Q2726726) (← links)
- (Q3606186) (← links)
- Moment generating function of the reciprocal of an integral of geometric Brownian motion (Q4813694) (← links)
- (Q5477443) (← links)
- Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral (Q6192371) (← links)