Feynman-kac formulas for black-scholes-type operators

Bulletin of the London Mathematical Society

Volumn 38, Issue 2, 2006, Pages 269-282

  Janson, Svante ^a   Tysk, Johan ^a  

^a Box 480 ^*  (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645022546     PISSN: 00246093     EISSN: 14692120     Source Type: Journal    
DOI: 10.1112/S0024609306018194     Document Type: Article

References (10)

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