A note on the distribution of integrals of geometric Brownian motion

Rabi Bhattacharya, Enrique Thomann, Edward Waymire

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Fingerprint

Dive into the research topics of 'A note on the distribution of integrals of geometric Brownian motion'. Together they form a unique fingerprint.

Business & Economics

Mathematics