Itō atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras (Q5436613)
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scientific article; zbMATH DE number 5227633
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| English | Itō atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras |
scientific article; zbMATH DE number 5227633 |
Statements
17 January 2008
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Itō calculus
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Brownian motion
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mathematical finance
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computation of volatility
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Jordan curves
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Lie group of diffeomorphisms of the circle
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infinite-dimensional differential geometry
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0.7400930523872375
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0.7382320761680603
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0.734421968460083
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0.7306954264640808
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0.7260894775390625
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