3 search results - page 1 / 1 » The Saddle Point Method for the Integral of the Absolute Val... |
DRW
2003
13 years 6 months ago
2003
ICPR
2000
IEEE
14 years 5 months ago
2000
IEEE
We consider di usion processes on a class of R trees. The processes are de ned in a manner similar to that of Le Gall's Brownian snake. Each point in the tree has a real value...
SAC
2002
ACM
13 years 4 months ago
2002
ACM
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...