Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463)
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scientific article
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| English | Density symmetries for a class of 2-D diffusions with applications to finance |
scientific article |
Statements
Density symmetries for a class of 2-D diffusions with applications to finance (English)
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25 January 2019
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2-D diffusions
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forward Kolmogorov equation
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option pricing
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0.89796925
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0.88094366
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0.87888443
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0.8726095
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0.87087613
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0.86928326
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0.86895984
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