  In this paper we revisit the integral functional of geometric Brownian motion
$I_t= \int_0^t e^{-(\mu s +\sigma W_s)}ds$, where $\mu\in\mathbb{R}$, $\sigma >
0$, and $(W_s )_s>0$ is a standard Brownian motion. Specifically, we calculate
the Laplace transform in $t$ of the cumulative distribution function and of the
probability density function of this functional.
