Pages that link to "Item:Q6106550"
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The following pages link to Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550):
Displaying 3 items.
- A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
- SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (Q6119776) (← links)
- Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates (Q6582152) (← links)