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A version of Pitman's 2M — X theorem for geometric Brownian motions

✍ Scribed by Hiroyuki Matsumoto; Marc Yor

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 434 KB
Volume: 328
Category: Article
ISSN: 0764-4442
DOI: 10.1016/s0764-4442(99)80326-7

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