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

• Main Authors: Jayaraman, A.S., Campolo, D., Chirikjian, G.S.
• 其他作者: MECHANICAL ENGINEERING
• 格式: Article
• 出版: MDPI AG 2021
• 主題: Affine; Black-scholes; Cotangent bundle; Diffusion; Lie groups; Unimodular
• 在線閱讀: https://scholarbank.nus.edu.sg/handle/10635/196684
• 機構: National University of Singapore

10.3390/E22040455