Title of article
A note on the distribution of integrals of geometric Brownian motion
Author/Authors
Rabi Bhattacharya، نويسنده , , Enrique Thomann، نويسنده , , Edward Waymire، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2001
Pages
6
From page
187
To page
192
Keywords
Geometric Brownian motion , Asian options , turbulence
Journal title
Statistics and Probability Letters
Serial Year
2001
Journal title
Statistics and Probability Letters
Record number
139730
Link To Document