On the integral of geometric Brownian motion (Q4405825)
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scientific article; zbMATH DE number 1933282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the integral of geometric Brownian motion |
scientific article; zbMATH DE number 1933282 |
Statements
On the integral of geometric Brownian motion (English)
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21 January 2004
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Brownian motion
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Laplace transform
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Asian option
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