Pages that link to "Item:Q2197607"
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The following pages link to Revisiting integral functionals of geometric Brownian motion (Q2197607):
Displaying 13 items.
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- The randomly stopped geometric Brownian motion (Q2453926) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
- The integral of geometric Brownian motion (Q2726726) (← 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 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)