A note on the distribution of integrals of geometric Brownian motion (Q5956488)
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scientific article; zbMATH DE number 1709411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the distribution of integrals of geometric Brownian motion |
scientific article; zbMATH DE number 1709411 |
Statements
A note on the distribution of integrals of geometric Brownian motion (English)
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11 August 2002
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geometric Brownian motion
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Asian options
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turbulence
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