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Smearing distributions and their use in financial markets

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Publication:3396764
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zbMATH Open1185.91200arXiv0712.0083MaRDI QIDQ3396764FDOQ3396764


Authors: Petr Jizba, Hagen Kleinert Edit this on Wikidata


Publication date: 22 September 2009


Full work available at URL: https://arxiv.org/abs/0712.0083




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zbMATH Keywords

path integralsChapman-Kolmogorov equationHeston's model


Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Actuarial science and mathematical finance (91G99) Path integrals in quantum mechanics (81S40)







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