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http://bura.brunel.ac.uk/handle/2438/20981Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Boguslavskaya, E | - |
| dc.contributor.author | Vostrikova, L | - |
| dc.date.accessioned | 2020-06-13T12:24:06Z | - |
| dc.date.available | 2020-06-13T12:24:06Z | - |
| dc.date.issued | 2020-06-05 | - |
| dc.identifier | ORCiD: Elena Boguslavskaya https://orcid.org/0000-0001-7347-7115 | - |
| dc.identifier | 108834 | - |
| dc.identifier.citation | Boguslavskaya, E. and Vostrikova, L. (2020) 'Revisiting integral functionals of geometric Brownian motion', Statistics & Probability Letters, 165, 108834, pp. 1 - 7. doi: 10.1016/j.spl.2020.108834. | en_US |
| dc.identifier.issn | 0167-7152 | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/20981 | - |
| dc.description.sponsorship | Research Federation of “Mathématiques des Pays de la Loire” | en_US |
| dc.format.extent | 1 - 7 | - |
| dc.format.medium | Print-Electronic | - |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.rights | Copyright © 2020 Elsevier. All rights reserved. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.1016/j.spl.2020.108834, made available on this repository under a Creative Commons CC BY-NC-ND attribution licence (https://creativecommons.org/licenses/by-nc-nd/4.0/). | - |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | - |
| dc.subject | exponential integral functional | en_US |
| dc.subject | Laplace transform | en_US |
| dc.subject | geometric Brownian motion | en_US |
| dc.title | Revisiting integral functionals of geometric Brownian motion | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | https://doi.org/10.1016/j.spl.2020.108834 | - |
| dc.relation.isPartOf | Statistics & Probability Letters | - |
| pubs.publication-status | Published | - |
| dc.identifier.eissn | 1879-2103 | - |
| dc.rights.license | https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode.en | - |
| dc.rights.holder | Elsevier | - |
| Appears in Collections: | Dept of Mathematics Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Copyright © 2020 Elsevier. All rights reserved. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.1016/j.spl.2020.108834, made available on this repository under a Creative Commons CC BY-NC-ND attribution licence (https://creativecommons.org/licenses/by-nc-nd/4.0/). | 121.2 kB | Adobe PDF | View/Open |
This item is licensed under a Creative Commons License
