Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977): Difference between revisions
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| Property / DOI: 10.1007/s12190-016-1002-2 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s12190-016-1002-2 / rank | |||
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| Property / OpenAlex ID: W3122507650 / rank | |||
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Latest revision as of 02:50, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets |
scientific article |
Statements
Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (English)
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10 November 2017
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Lévy density
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mathematical finance
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parabolic cylinder functions
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incomplete gamma functions
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Watson's lemma
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