On the distribution of the integral of the exponential Brownian motion

Leonid Tolmatz

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arXiv · 0904.1870

On the distribution of the integral of the exponential Brownian motion

Leonid Tolmatz

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Abstract

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

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Leonid Tolmatz. 2009-04-12. On the distribution of the integral of the exponential Brownian motion. https://arxiv.org/abs/0904.1870

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