On some exponential functionals of Brownian motion
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Publication:4014074
DOI10.2307/1427477zbMath0765.60084OpenAlexW4242317941MaRDI QIDQ4014074
Publication date: 4 October 1992
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.240.9976
Laplace transformsBrownian motionBessel processeslast- exit-time distributionsmathematical finance models
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