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Feynman–Kac formula
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1 $Feynman…Kac formula for heat equation driven by fractional white noise$	Feynman…Kac formula for heat equation driven by fractional white noise Add to Reading List Source URL: arxiv.org Language: English - Date: 2010-12-09 20:15:12
2	Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2013-12-11 16:06:34 Martingale Brownian motion Quadratic variation Feynman–Kac formula Stopping time Risk-neutral measure Local martingale Wiener process Itō diffusion Statistics Stochastic processes Black–Scholes
3	A new Feynman-Kac-formula for option pricing in L´evy models Kathrin Glau Department of Mathematical Stochastics, Universtity of Freiburg (Joint work with E. Eberlein) Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:43:59 Finance Black–Scholes Equations Stock market Futures contract Financial economics Mathematical finance Options
4	Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:16:56 Statistics Equations Differential equations Feynman–Kac formula Heat equation Ordinary differential equations Partial differential equation Black–Scholes Itō diffusion Calculus Mathematical analysis Stochastic processes
5	PDE for Finance Notes, Spring 2011 – Section 1. Notes by Robert V. Kohn, Courant Institute of Mathematical Sciences. For use in connection with the NYU course PDE for Finance, G63[removed]Prepared in 2003, minor updates Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2011-02-06 23:09:44 Stochastic processes Stochastic calculus Differential equations Stochastic differential equations Equations Partial differential equation Feynman–Kac formula Black–Scholes Infinitesimal generator Mathematical analysis Calculus Statistics
6	Microsoft PowerPoint - bfsDupire.ppt Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-07-03 13:03:15 Stochastic calculus Operator theory Spectral theory Integral calculus Malliavin calculus Mathematical finance Feynman–Kac formula Continuous function Derivative Mathematical analysis Mathematics Calculus
7	Numeri al Approximations to Multis ale Solutions in Partial Dierential Equations Thomas Y. Hou? Applied Mathemati s, 217-50, Calte h, Pasadena, CA 91125, USA. Email: houama. alte h.edu. Abstra t. Many problems of funda Add to Reading List Source URL: users.cms.caltech.edu Language: English - Date: 2006-12-10 03:34:18 Differential equations Multivariable calculus Calculus of variations Partial differential equation Derivative Feynman–Kac formula Calculus Mathematical analysis Mathematics
8	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-09-01 13:13:06 Financial economics Mathematical sciences Black–Scholes Heston model Stochastic volatility Partial differential equation Volatility Normal distribution Feynman–Kac formula Statistics Mathematical finance Stochastic processes
9	PDF Document Add to Reading List Source URL: www.samsi.info Language: English - Date: 2012-05-04 09:32:48 Mathematical analysis Control theory Multivariable calculus Partial differential equation Polynomial chaos State space Mathematical optimization Interval finite element Feynman–Kac formula Calculus Stochastic processes Differential equations
10	Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti Add to Reading List Source URL: www.macroeconomics.lv Language: English - Date: 2010-12-07 10:08:35 Mathematical finance Martingale theory Stochastic calculus Differential equations Wiener process Stochastic differential equation Risk-neutral measure Feynman–Kac formula Heat equation Statistics Mathematical analysis Stochastic processes