Revisiting integral functionals of geometric Brownian motion (Q2197607)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Revisiting integral functionals of geometric Brownian motion
scientific article

    Statements

    Revisiting integral functionals of geometric Brownian motion (English)
    0 references
    0 references
    0 references
    1 September 2020
    0 references
    exponential integral functional
    0 references
    Laplace transform
    0 references
    geometric Brownian motion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references