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 article proposes the use of moment generating functions (mgf) to obtain the distribution of some mixtures. For mixtures that do not have a mgf, a generalization using characteristic functions is ...