THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION (Q5389097)
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scientific article; zbMATH DE number 6027852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION |
scientific article; zbMATH DE number 6027852 |
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THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION (English)
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24 April 2012
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most-likely-path
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heat kernel expansion
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implied volatility
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local volatility model
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asymptotic expansion
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