Pages that link to "Item:Q2518232"
From MaRDI portal
The following pages link to The forward Kolmogorov equation for two dimensional options (Q2518232):
Displaying 6 items.
- Dupire-like identities for complex options (Q869454) (← links)
- Multilayer heat equations: application to finance (Q2170292) (← links)
- The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (Q2203004) (← links)
- Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE (Q2569895) (← links)
- (Q5506190) (← links)
- Solving partial differential equations by LS-SVM (Q6606433) (← links)