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Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing. / Chepilko, S.S.; Dmitrieva, L.A.

Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94. 2012.

Research output: Chapter in Book/Report/Conference proceeding › Article in an anthology › Research

Harvard

Chepilko, SS & Dmitrieva, LA 2012, Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing. in Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94.

APA

Chepilko, S. S., & Dmitrieva, L. A. (2012). Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing. In Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94

Vancouver

Chepilko SS, Dmitrieva LA. Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing. In Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94. 2012

Author

Chepilko, S.S. ; Dmitrieva, L.A. / Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing. Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94. 2012.

BibTeX

@inbook{3abd617a53c349f385afc99a23b3efb1,
title = "Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing",
author = "S.S. Chepilko and L.A. Dmitrieva",
year = "2012",
language = "не определен",
booktitle = "Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94",

}

RIS

TY - CHAP

T1 - Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing

AU - Chepilko, S.S.

AU - Dmitrieva, L.A.

PY - 2012

Y1 - 2012

M3 - статья в сборнике

BT - Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94

ER -

ID: 4641593