A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398)
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scientific article; zbMATH DE number 5589434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING |
scientific article; zbMATH DE number 5589434 |
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A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (English)
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3 August 2009
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coherent states
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affine jump diffusion
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Lie groups
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Lie algebras
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option pricing
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