This paper develops an eigenfunction expansion approach to pricing options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called ...
This monthly journal, published since 1900, is devoted entirely to research in pure and applied mathematics, and, in general, includes longer papers than those in the Proceedings of the American ...
The study of quantum ergodicity and the precise estimation of eigenfunctions on Riemannian manifolds lies at the intersection of geometric analysis and quantum physics. In settings where the ...
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