Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977)
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scientific article; zbMATH DE number 6805272
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| English | Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets |
scientific article; zbMATH DE number 6805272 |
Statements
Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (English)
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10 November 2017
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Lévy density
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mathematical finance
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parabolic cylinder functions
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incomplete gamma functions
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Watson's lemma
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0.7937179207801819
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0.7634591460227966
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0.7586058378219604
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0.7525602579116821
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0.741484522819519
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