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Moment generating functions of first hitting times for the bidimensional geometric Brownian motion

Mario Lefebvre

Article (1996)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/31108/
Journal Title: Annales Universitatis Mariae Curie-Sklodowska. Sectio A. Mathematica (vol. 50)
Date Deposited: 18 Apr 2023 15:24
Last Modified: 25 Sep 2024 16:13
Cite in APA 7: Lefebvre, M. (1996). Moment generating functions of first hitting times for the bidimensional geometric Brownian motion. Annales Universitatis Mariae Curie-Sklodowska. Sectio A. Mathematica, 50, 99-113.

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