BJ
B. Janssens
2 records found
1
Motivated by positive energy representations , we classify those continuous central extensions of the compactly supported gauge Lie algebra that are covariant under a 1-parameter group of transformations of the base manifold.@en
In our contribution the goal is to find the analytic solution of the characteristic function (ch.f.)ofxT, given the initial data under the hybrid Heston–Hull–White model. That is, we want to find aclosed form expression for
Φ(ω;x0,v0,r0) :=E(exp(iωxT)|x0,v0,r0).
A first observati
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