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"Asymptotics for the Laplace transform of the time integral of the ..."
Dan Pirjol, Lingjiong Zhu (2023)
- Dan Pirjol, Lingjiong Zhu:
Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion. Oper. Res. Lett. 51(3): 346-352 (2023)
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