"The Laplace Transform of Hitting Times of Integrated Geometric Brownian ..."

Adam Metzler (2013)

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DOI: 10.1017/S0021900200013279

access: closed

type: Journal Article

metadata version: 2020-04-16

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Adam Metzler:
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion. J. Appl. Probab. 50(1): 295-299 (2013)

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