Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977): Difference between revisions
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Revision as of 04:16, 5 March 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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