Black-scholes theory and diffusion processes on the cotangent bundle of the affine group

Black-scholes theory and diffusion processes on the cotangent bundle of the affine group

10.3390/E22040455

Saved in:
Bibliographic Details
Main Authors: Jayaraman, A.S., Campolo, D., Chirikjian, G.S.
Other Authors: MECHANICAL ENGINEERING
Format: Article
Published: MDPI AG 2021
Subjects:
Affine
Black-scholes
Cotangent bundle
Diffusion
Lie groups
Unimodular
Online Access:https://scholarbank.nus.edu.sg/handle/10635/196684
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

https://scholarbank.nus.edu.sg/handle/10635/196684

Similar Items