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http://bura.brunel.ac.uk/handle/2438/20981| Title: | Revisiting integral functionals of geometric Brownian motion |
| Authors: | Boguslavskaya, E Vostrikova, L |
| Keywords: | exponential integral functional;Laplace transform;geometric Brownian motion |
| Issue Date: | 5-Jun-2020 |
| Publisher: | Elsevier |
| Citation: | Boguslavskaya, E. and Vostrikova, L. (2020) 'Revisiting integral functionals of geometric Brownian motion', Statistics & Probability Letters, 165, 108834, pp. 1 - 7. doi: 10.1016/j.spl.2020.108834. |
| URI: | https://bura.brunel.ac.uk/handle/2438/20981 |
| DOI: | https://doi.org/10.1016/j.spl.2020.108834 |
| ISSN: | 0167-7152 |
| Other Identifiers: | ORCiD: Elena Boguslavskaya https://orcid.org/0000-0001-7347-7115 108834 |
| Appears in Collections: | Dept of Mathematics Research Papers |
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