Intrinsic expansions for averaged diffusion processes (Q2360242)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Intrinsic expansions for averaged diffusion processes |
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
