Concepedia

Heat Kernel Expansion for a Family of Stochastic Volatility Models: Delta-Geometry

Paul Bourgade, Olivier Croissant

SSRN Electronic Journal · 2005 · 11 citations · 3 references

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References

3

Some Properties of the Eigenfunctions of The Laplace-Operator on Riemannian Manifolds

S. Minakshisundaram, Åke Pleijel · Canadian Journal of Mathematics · 1949 · 749 citations · Full text

, , +13

DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY

Stanislav Molchanov · Russian Mathematical Surveys · 1975 · 274 citations

, , +10

Equivalent Black volatilities

Patrick S. Hagan, Diana E. Woodward · Applied Mathematical Finance · 1999 · 142 citations

, , +16