An Extension to Gaussian Semigroup and Some Applications

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dc.creatorLiu, Guibao
dc.date2006-11-21
dc.date.accessioned2026-07-07T12:11:19Z
dc.date.available2026-07-07T12:11:19Z
dc.descriptionWe look at the semigroup generated by a system of heat equations. Applications to testing normality and option pricing are addressed.
dc.description16 pages, 4 figures
dc.identifierhttps://arxiv.org/abs/math/0611644
dc.identifierhttp://arxiv.org/abs/math/0611644
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210186
dc.subjectProbability
dc.subjectComputational Finance
dc.subject60J35; 35K05; 62F03
dc.titleAn Extension to Gaussian Semigroup and Some Applications
dc.typetext

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