An Extension to Gaussian Semigroup and Some Applications

Guibao Liu

Papers from arXiv.org

Abstract: We look at the semigroup generated by a system of heat equations. Applications to testing normality and option pricing are addressed.

Date: 2006-11
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/math/0611644 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:math/0611644

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().