THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION (Q5389097): Difference between revisions
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Revision as of 20:03, 5 March 2024
scientific article; zbMATH DE number 6027852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION |
scientific article; zbMATH DE number 6027852 |
Statements
THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION (English)
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24 April 2012
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most-likely-path
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heat kernel expansion
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implied volatility
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local volatility model
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asymptotic expansion
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