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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139730
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