Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets
Crossref DOI link: https://doi.org/10.1007/s12190-016-1002-2
Published Online: 2016-03-25
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Issaka, Aziz
SenGupta, Indranil
Text and Data Mining valid from 2016-03-25