Forests, cumulants, martingales (Q2139104): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
(2 intermediate revisions by one other user not shown) | |||
Property / author | |||
Property / author: Peter K. Friz / rank | |||
Property / author | |||
Property / author: Peter K. Friz / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:00, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forests, cumulants, martingales |
scientific article |
Statements
Forests, cumulants, martingales (English)
0 references
17 May 2022
0 references
continuous martingales
0 references
cumulants
0 references
diamond product
0 references
forests
0 references
Hermite polynomials
0 references
Heston and forward variance models
0 references
KPZ type (Wild) expansion
0 references
Lévy area
0 references
moments
0 references
regular perturbation
0 references
Wiener chaos
0 references