An Extension to Gaussian Semigroup and Some Applications

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We look at the semigroup generated by a system of heat equations. Applications to testing normality and option pricing are addressed.
16 pages, 4 figures

Keywords

Probability, Computational Finance, 60J35; 35K05; 62F03

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/210186

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0611644
 http://arxiv.org/abs/math/0611644

Collections

arXiv