Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density symmetries for a class of 2-D diffusions with applications to finance |
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Density symmetries for a class of 2-D diffusions with applications to finance (English)
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25 January 2019
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2-D diffusions
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forward Kolmogorov equation
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option pricing
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