A path-integral approximation for non-linear diffusions (Q5215434): Difference between revisions
From MaRDI portal
Latest revision as of 17:21, 21 July 2024
scientific article; zbMATH DE number 7165656
Language | Label | Description | Also known as |
---|---|---|---|
English | A path-integral approximation for non-linear diffusions |
scientific article; zbMATH DE number 7165656 |
Statements
A path-integral approximation for non-linear diffusions (English)
0 references
10 February 2020
0 references
path integrals
0 references
stochastic processes
0 references
maximum-likelihood estimation
0 references
Arrow-Debreu pricing
0 references
zero-coupon bonds
0 references
derivative pricing
0 references
Black-Karasinski model
0 references
0 references
0 references