Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets
type: Item
instance of: scholarly article
title: Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets
zbMATH Open document ID: 1415.91284
author: Peng Zhang
published in: Journal of Applied Mathematics and Computing
publication date: 2017-11-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 33B20
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 58D30
Mathematics Subject Classification ID: 34E05
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6805272
zbMATH Keywords: Lévy density
zbMATH Keywords: mathematical finance
zbMATH Keywords: parabolic cylinder functions
zbMATH Keywords: incomplete gamma functions
zbMATH Keywords: Watson's lemma
MaRDI profile type: Publication
full work available at URL: s12190-016-1002-2
OpenAlex ID: W3122507650
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DOI: 10.1007/S12190-016-1002-2
description: scientific article; zbMATH DE number 6805272