Density estimates and short-time asymptotics for a hypoelliptic diffusion process (Q2074984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density estimates and short-time asymptotics for a hypoelliptic diffusion process |
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Density estimates and short-time asymptotics for a hypoelliptic diffusion process (English)
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11 February 2022
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heat kernel estimates
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density derivatives estimates
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short-time asymptotics
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Hörmander condition
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Asian basket option
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correlated local volatility
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