Pages that link to "Item:Q5253970"
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The following pages link to Approximate solutions to second order parabolic equations. I: Analytic estimates (Q5253970):
Displaying 7 items.
- Geodesic distance and curves through isotropic and anisotropic heat equations on images and surfaces (Q283012) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Expansions asymptotiques pour équations paraboliques dégénérées (Q479939) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- Local maxima of solutions to some nonsymmetric reaction-diffusion systems (Q5416722) (← links)
- Approximate solutions to second-order parabolic equations: evolution systems and discretization (Q6105353) (← links)
