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A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING - MaRDI portal

A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398)

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scientific article; zbMATH DE number 5589434
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A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING
scientific article; zbMATH DE number 5589434

    Statements

    title
    A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (English)
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    author
    Ludovico Perissinotto
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    Claudio Tebaldi
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    publication date
    3 August 2009
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    Mathematics Subject Classification ID
    91G20
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    60K99
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    60J35
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    60J60
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    zbMATH DE Number
    5589434
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    zbMATH Keywords
    coherent states
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    affine jump diffusion
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    Lie groups
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    Lie algebras
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    option pricing
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    OpenAlex ID
    W2073239625
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