Black-scholes theory and diffusion processes on the cotangent bundle of the affine group
10.3390/E22040455
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2021
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sg-nus-scholar.10635-1966842024-04-04T02:34:40Z Black-scholes theory and diffusion processes on the cotangent bundle of the affine group Jayaraman, A.S. Campolo, D. Chirikjian, G.S. MECHANICAL ENGINEERING Affine Black-scholes Cotangent bundle Diffusion Lie groups Unimodular 10.3390/E22040455 Entropy 22 4 455 2021-08-12T00:45:03Z 2021-08-12T00:45:03Z 2020 Article Jayaraman, A.S., Campolo, D., Chirikjian, G.S. (2020). Black-scholes theory and diffusion processes on the cotangent bundle of the affine group. Entropy 22 (4) : 455. ScholarBank@NUS Repository. https://doi.org/10.3390/E22040455 10994300 https://scholarbank.nus.edu.sg/handle/10635/196684 Attribution 4.0 International http://creativecommons.org/licenses/by/4.0/ MDPI AG Scopus OA2020 |
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National University of Singapore |
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NUS Library |
| continent |
Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Affine Black-scholes Cotangent bundle Diffusion Lie groups Unimodular |
| spellingShingle |
Affine Black-scholes Cotangent bundle Diffusion Lie groups Unimodular Jayaraman, A.S. Campolo, D. Chirikjian, G.S. Black-scholes theory and diffusion processes on the cotangent bundle of the affine group |
| description |
10.3390/E22040455 |
| author2 |
MECHANICAL ENGINEERING |
| author_facet |
MECHANICAL ENGINEERING Jayaraman, A.S. Campolo, D. Chirikjian, G.S. |
| format |
Article |
| author |
Jayaraman, A.S. Campolo, D. Chirikjian, G.S. |
| author_sort |
Jayaraman, A.S. |
| title |
Black-scholes theory and diffusion processes on the cotangent bundle of the affine group |
| title_short |
Black-scholes theory and diffusion processes on the cotangent bundle of the affine group |
| title_full |
Black-scholes theory and diffusion processes on the cotangent bundle of the affine group |
| title_fullStr |
Black-scholes theory and diffusion processes on the cotangent bundle of the affine group |
| title_full_unstemmed |
Black-scholes theory and diffusion processes on the cotangent bundle of the affine group |
| title_sort |
black-scholes theory and diffusion processes on the cotangent bundle of the affine group |
| publisher |
MDPI AG |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/196684 |
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1800914892734070784 |