Explicit density approximations for local volatility models using heat kernel expansions (Q340130)

From MaRDI portal
Revision as of 12:45, 20 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Explicit density approximations for local volatility models using heat kernel expansions
scientific article

    Statements

    Explicit density approximations for local volatility models using heat kernel expansions (English)
    0 references
    0 references
    11 November 2016
    0 references

    Identifiers