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"On the moments of the integrated geometric Brownian motion."

Edmond Levy (2018)

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DOI: 10.1016/J.CAM.2018.04.005

access: closed

type: Journal Article

metadata version: 2020-02-20

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Edmond Levy:
On the moments of the integrated geometric Brownian motion. J. Comput. Appl. Math. 342: 263-273 (2018)

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