Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Sep 202319922001200920172026
2 results for “Klein-Kramers”
Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Resultsq-fin.MF

Survey and new results link hydrodynamics, molecular physics, and financial engineering.

problem Understanding financial engineering topics like Asian options and volatility swaps.
method Linking Kevin waves, Klein-Kramers, and Kolmogorov equations to financial models.
result Corrected the original solution of the Kolmogorov equation.
Kelvin wavesKlein-KramersKolmogorovfinancial engineeringAsian options
2023-09-08abs ↗pdf ↗