"Geometric Brownian motion with affine drift and its time-integral."

Runhuan Feng, Pingping Jiang, Hans Volkmer (2021)

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DOI: 10.1016/J.AMC.2020.125874

access: closed

type: Journal Article

metadata version: 2021-01-12

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Runhuan Feng, Pingping Jiang, Hans Volkmer:
Geometric Brownian motion with affine drift and its time-integral. Appl. Math. Comput. 395: 125874 (2021)

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