scientific article; zbMATH DE number 2164159

zbMATH Open1063.60058MaRDI QIDQ4672820FDOQ4672820

Tina Marquardt, Andreas Ruffing

Publication date: 3 May 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Hermite functionsclassical financial processeselliptic approachmartingale structures

Mathematics Subject Classification ID

Elliptic functions and integrals (33E05) Martingales with discrete parameter (60G42) Diffusion processes (60J60) Reaction-diffusion equations (35K57) Discrete version of topics in analysis (39A12) Difference equations, scaling ((q)-differences) (39A13) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Cited In (1)

• Difference-differential operators for basic adaptive discretizations and their central function systems

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