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Q5493563 - MaRDI portal

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scientific article; zbMATH DE number 5066278
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English
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scientific article; zbMATH DE number 5066278

    Statements

    author
    Goran Peskir
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    publication date
    23 October 2006
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    zbMATH Keywords
    integral of geometric Brownian motion
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    Laplace transform
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    confluent hypergeometric function
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    modified Bessel function
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    Hankel's contour integral
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    Kolmogorov forward equation
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    Shiryaev process
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    Identifiers

    Mathematics Subject Classification ID
    60H15
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    60J60
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    35R60
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    60H10
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    zbMATH DE Number
    5066278
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