Pages that link to "Item:Q2782355"
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The following pages link to The law of geometric Brownian motion and its integral, revisited; application to conditional moments (Q2782355):
Displaying 14 items.
- Functionals of exponential Brownian motion and divided differences (Q651098) (← links)
- A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor (Q871030) (← links)
- A closed-form formula for the conditional moments of the extended CIR process (Q896797) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- On the moments of the integrated geometric Brownian motion (Q1639545) (← links)
- Brownian analogues of Burke's theorem. (Q1766020) (← links)
- An extension of Seshadri's identities for Brownian motion (Q1871298) (← 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)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor (Q5270098) (← links)
- Markov limits of steady states of the KPZ equation on an interval (Q5870400) (← links)
- Conditionally Gaussian stochastic integrals (Q5965100) (← links)
