Kyounghee Kim, Moment Generating Function of the Reciprocal of an Integral of Geometric Brownian Motion, Proceedings of the American Mathematical Society, Vol. 132, No. 9 (Sep., 2004), pp. 2753-2759 ...

This is a preview. Log in through your library . Abstract A method used by Kac in the study of Wiener functionals is adapted to the problem of calculating in closed form the joint moment generating ...