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On the integral of geometric Brownian motion - MaRDI portal

On the integral of geometric Brownian motion (Q4405825)

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scientific article; zbMATH DE number 1933282
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English
On the integral of geometric Brownian motion
scientific article; zbMATH DE number 1933282

    Statements

    title
    On the integral of geometric Brownian motion (English)
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    publication date
    21 January 2004
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    zbMATH Keywords
    Brownian motion
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    Laplace transform
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    Asian option
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    Identifiers

    zbMATH DE Number
    1933282
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    OpenAlex ID
    W2093386982
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    arXiv ID
    math/0205063
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