Intrinsic expansions for averaged diffusion processes (Q2360242): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.spa.2016.12.002 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.SPA.2016.12.002 / rank | |||
Normal rank |
Latest revision as of 04:54, 18 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Intrinsic expansions for averaged diffusion processes |
scientific article |
Statements
Intrinsic expansions for averaged diffusion processes (English)
0 references
30 June 2017
0 references
averaged diffusion
0 references
hypoelliptic Kolmogorov operators
0 references
asymptotic expansion
0 references
Asian option
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references