A path-integral approximation for non-linear diffusions (Q5215434)
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scientific article; zbMATH DE number 7165656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A path-integral approximation for non-linear diffusions |
scientific article; zbMATH DE number 7165656 |
Statements
A path-integral approximation for non-linear diffusions (English)
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10 February 2020
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path integrals
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stochastic processes
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maximum-likelihood estimation
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Arrow-Debreu pricing
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zero-coupon bonds
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derivative pricing
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Black-Karasinski model
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