Feynman path integrals and asymptotic expansions for transition probability densities of some Levy driven financial markets Article

Issaka, Aziz, SenGupta, Indranil. (2017). Feynman path integrals and asymptotic expansions for transition probability densities of some Levy driven financial markets . Journal of Applied Mathematics and Computing, 54(1-2), 159-182. 10.1007/s12190-016-1002-2

cited authors

  • Issaka, Aziz; SenGupta, Indranil

sustainable development goals

authors

publication date

  • June 1, 2017

published in

keywords

  • Incomplete gamma functions
  • Levy density
  • Mathematical finance
  • Mathematics
  • Mathematics, Applied
  • Parabolic cylinder functions
  • Physical Sciences
  • Science & Technology
  • Watson's lemma

Digital Object Identifier (DOI)

start page

  • 159

end page

  • 182

volume

  • 54

issue

  • 1-2