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Found 450 Documents (Results 1–100)

The Gaussian kernel on the circle and spaces that admit isometric embeddings of the circle. (English) Zbl 1534.58015

Nielsen, Frank (ed.) et al., Geometric science of information. 6th international conference, GSI 2023, St. Malo, France, August 30 – September 1, 2023. Proceedings. Part I. Cham: Springer. Lect. Notes Comput. Sci. 14071, 426-435 (2023).
MSC:  58J35
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Randomised mixture models for pricing kernels. (English) Zbl 1489.91285

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 271-305 (2022).
MSC:  91G30 35K08 91G20
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Heat kernel interest rate models with time-inhomogeneous Markov processes. (English) Zbl 1489.91274

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 179-193 (2022).
MSC:  91G30 35K08 60G51
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An efficient high-order integral equation method for solving the heat equation with complex geometries in three dimensions. (English) Zbl 1427.65418

Ji, Lizhen (ed.) et al., Proceedings of the seventh international congress of Chinese mathematicians, ICCM 2016, Beijing, China, August 2016. Volume II. Somerville, MA: International Press; Beijing: Higher Education Press. Adv. Lect. Math. (ALM) 44, 535-554 (2019).
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Doubly damped stochastic parallel translations and Hessian formulas. (English) Zbl 1403.60056

Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 345-357 (2018).
MSC:  60H15 58J65 58J70
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Local zeta regularization and the scalar Casimir effect. A general approach based on integral kernels. (English) Zbl 1381.81003

Hackensack, NJ: World Scientific (ISBN 978-981-3224-99-5/hbk; 978-981-3225-01-5/ebook). xviii, 255 p. (2018).
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Second order expansion for implied volatility in two factor local stochastic volatility models and applications to the dynamic \(\lambda\)-SABR model. (English) Zbl 1418.91498

Friz, Peter K. (ed.) et al., Large deviations and asymptotic methods in finance. Cham: Springer. Springer Proc. Math. Stat. 110, 89-136 (2015).
MSC:  91G20 41A60 35K08
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Whittaker differential equation associated to the initial heat problem. (English) Zbl 1341.42010

Mityushev, Vladimir V. (ed.) et al., Current trends in analysis and its applications. Proceedings of the 9th ISAAC congress, Kraków, Poland, August 5–9, 2013. Cham: Birkhäuser/Springer (ISBN 978-3-319-12576-3/pbk; 978-3-319-12577-0/ebook). Trends in Mathematics. Research Perspectives, 523-530 (2015).
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