Tartaglia–Pascal triangle and Brownian motion in non-euclidean geometries: application to heat and Black–Scholes equations

Author:

Frasca Marco,Farina Alfonso

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Signal Processing

Reference22 articles.

1. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81, 637–659 (1973)

2. Merton, R.: Theory of rational option pricing. Bell J. Econ. Manage. Sci. 4(1), 141–183 (1973)

3. Stewart, I.: Seventeen Equations that Changed the World. Profile Books, London (2012)

4. Øksendal, B.: Stochastic Differential Equations: An Introduction with Applications, 6th edn. Springer, Berlin (2010)

5. Frasca, M.: Two-dimensional Ricci flow as a stochastic process. ( http://arxiv.org/abs/0901.4703 )

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