SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Feynman-Kac Formulae · Study

BookFeynman-Kac Formulae

Pierre Del Moral2004

Book2004

Feynman-Kac Formulae

Pierre Del Moral

769 citations·0/0 files stored·Probability and its applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 769 citations exist upstream.

Cited by

2005Recovering volatility from option prices by evolutionary optimization 2014Self-Exciting Jumps, Learning, and Asset Pricing Implications 2007Rare events, splitting, and quasi-Monte Carlo 2019Branching diffusion representation of semilinear PDEs and Monte Carlo approximation 2008State-dependent importance sampling for regularly varying random walks 2008Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree 2012Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering 2016The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability

Details

Year2004

Typebook

Published2004-01-01

VenueProbability and its applications

ISSN-L1431-7028

Languageen

Citations769

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-1-4684-9393-1

openalex_workW201155865

Links

Imported from OpenAlex (CC0) — nothing here is generated.