Pages that link to "Item:Q2237931"
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The following pages link to On the distribution of the time-integral of the geometric Brownian motion (Q2237931):
Displaying 7 items.
- On oscillations of the geometric Brownian motion with time-delayed drift (Q868267) (← links)
- The derivatives of Asian call option prices (Q957478) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
- Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- On the distribution of the time-integral of the geometric Brownian motion (Q6411298) (← links)