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"Heat kernel expansion for a family of stochastic volatility models : ..."

Bourgade Paul, Croissant Olivier (2005)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-cs-0511024
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-cs-0511024
Bourgade Paul, Croissant Olivier:
Heat kernel expansion for a family of stochastic volatility models : delta-geometry. CoRR abs/cs/0511024 (2005)

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