Black-scholes theory and diffusion processes on the cotangent bundle of the affine group
10.3390/E22040455
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
MDPI AG
2021
|
| Subjects: | |
| 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 |