Geometric Brownian motion with affine drift and its time-integral (Q2663830)
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scientific article; zbMATH DE number 7335165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Brownian motion with affine drift and its time-integral |
scientific article; zbMATH DE number 7335165 |
Statements
Geometric Brownian motion with affine drift and its time-integral (English)
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20 April 2021
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doubly-confluent Heun equation
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deometric Brownian motion with affine drift
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Lamperti's transformation
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asymptotics
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boundary value problem
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