Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s12190-016-1002-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3122507650 / rank | |||
Normal rank | |||
Revision as of 01:31, 20 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)
0 references
10 November 2017
0 references
Lévy density
0 references
mathematical finance
0 references
parabolic cylinder functions
0 references
incomplete gamma functions
0 references
Watson's lemma
0 references
