Varadhan's formula, conditioned diffusions, and local volatilities (Q6246267)
From MaRDI portal
scientific article; zbMATH DE number 900219924
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Varadhan's formula, conditioned diffusions, and local volatilities |
scientific article; zbMATH DE number 900219924 |
Statements
6 November 2013
0 references
q-fin.PR
0 references
math.PR
0 references
q-fin.CP
0 references
