Pages that link to "Item:Q1676977"

The following pages link to Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977):

Displaying 2 items.

• Fractional queues with catastrophes and their transient behaviour (Q1634501) (← links)
• Path integral Monte Carlo method for option pricing (Q2078655) (← links)