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- W2024550006 abstract "Abstract In this short note we compute the probability density function of the random variable X T , where X t is a geometric Brownian motion, and where T is a random variable independent of X t and has either a Gamma distribution or it is uniformly distributed. In the last section of the note, the distribution obtained for X T is fitted to the data consisting in the academic production of a set of mathematicians." @default.
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- W2024550006 date "2014-07-01" @default.
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- W2024550006 title "The randomly stopped geometric Brownian motion" @default.
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- W2024550006 doi "https://doi.org/10.1016/j.spl.2014.03.013" @default.
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