Intrinsic expansions for averaged diffusion processes (Q2360242): Difference between revisions

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Property / DOI: 10.1016/j.spa.2016.12.002 / rank
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Latest revision as of 04:54, 18 December 2024

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Intrinsic expansions for averaged diffusion processes
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    Intrinsic expansions for averaged diffusion processes (English)
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    30 June 2017
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    averaged diffusion
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    hypoelliptic Kolmogorov operators
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    asymptotic expansion
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    Asian option
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