Title of article :
On positive and negative moments of the integral of geometric Brownian motions
Author/Authors :
Catherine Donati-Martin، نويسنده , , Hiroyuki Matsumoto، نويسنده , , Marc Yor، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2000
Pages :
8
From page :
45
To page :
52
Keywords :
Mathematical nance , Geometric Brownian motion , Hyperbolic Brownianmotion , Disordered system , Moments
Journal title :
Statistics and Probability Letters
Serial Year :
2000
Journal title :
Statistics and Probability Letters
Record number :
139410
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139410
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