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The path integral representation kernel of evolution operator in Merton-Garman model
path integration evolution operator kernel option pricing Black-Scholes formula Merton-Garman model
2011/7/5
In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed.
Based on this kernel option formula is obtained, which generalizes the well-known Bla...
The path integral representation kernel of evolution operator in Merton-Garman model
path integration evolution operator kernel option pricing Black-Scholes formula
2011/7/26
Abstract: In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed. Based on this kernel option formula is obtained, which generalizes the well-...
Evolution-Operator-Based Single-Step Method for Image Processing
Evolution-Operator-Based Single-Step Method Image Processing
2009/9/8
This work proposes an evolution-operator-based single-time-step method for image and signal processing. The key component of the proposed method is a local spectral evolution kernel (LSEK) that analyt...