most citedOn the distribution of the integral of the exponential Brownian motion

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2009★ 2 cited

On the distribution of the integral of the exponential Brownian motion

Leonid Tolmatz

The density distribution function of the integral of the exponential Brownian motion is determined explicitly in the form of a rapidly convergent series.