The heat kernel for Kolmogorov type operators and its applications (Q2655131)

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English
The heat kernel for Kolmogorov type operators and its applications
scientific article

    Statements

    title
    The heat kernel for Kolmogorov type operators and its applications (English)
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    author
    Ovidiu Calin
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    Haitao Fan
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    Der-Chen E. Chang
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    publication date
    22 January 2010
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    zbMATH Keywords
    pricing Asian options
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    cites work
    Q3626622
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    Q4752430
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    Q5569065
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    Q4754265
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    Identifiers

    Mathematics Subject Classification ID
    35K08
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    49L99
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    34K10
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    35H20
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    91B24
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    58J35
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    zbMATH DE Number
    5661717
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    OpenAlex ID
    W2082928007
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