Pages that link to "Item:Q2274018"
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The following pages link to Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018):
Displaying 11 items.
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process (Q2074984) (← links)
- Local densities for a class of degenerate diffusions (Q2179637) (← links)
- Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
- The method of stochastic characteristics for linear second-order hypoelliptic equations (Q2683171) (← links)
- Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients (Q2692161) (← links)
- A geometric statement of the Harnack inequality for a degenerate Kolmogorov equation with rough coefficients (Q5237234) (← links)
- Approximation and interpolation in Kolmogorov-type groups (Q6152522) (← links)
- BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)
- Left-invariance for smooth vector fields and applications (Q6596292) (← links)
- Harnack inequality and asymptotic lower bounds for the relativistic Fokker-Planck operator (Q6670678) (← links)
