资源描述：
《Analysis, Geometry, and Modeling in Finance 16》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、ReferencesBooks,monographs[1]Abramowitz,M.,Stegun,I.A.:HandbookofMathematicalFunctions:withFormulas,Graphs,andMathematicalTables,Dover.[2]Arnold,V.:Chapitressupplementairesdelatheoriedesequationsdi erentiellesordinaires,p58-59.EditionMIR,1980.[3]BerlineN.,Getzler,E.,VergneM.:D
2、iracOperatorsandHeatKernel,Springer(2004).[4]Birrell,N.D.,Davies,P.C.W.:QuantumFieldsinCurvedSpace,Cam-bridgeUniversityPress(1982).[5]Bleistein,N.,Handelsman,R.A.:AsymptoticExpansionsofIntegrals,Chapter8,Dover(1986).[6]Bouchaud,J-P,Potters,M.:TheoryofFinancialRiskandDerivativePric
3、ing:FromStatisticalPhysicstoRiskManagement,CambridgeUni-versityPress,2ndedition(2003).[7]Brigo,D.,Mercurio,F.:InterestRateModels-TheoryandPracticeWithSmile,In
ationandCredit,SpringerFinance.2nded.(2006).[8]Cheeger,J.,Ebin,D.G.:ComparisonTheoremsinDi erentialGeome-try,North-Holland
4、/Kodansha(1975).[9]Cont,R.,Tankov,P.:FinancialModellingwithJumpProcesses,Chap-man&Hall/CRCPress,(2003).[10]Cooper,F.,Khare,A.,Sukhatme,U.:SupersymmetryinQuantumMechanics,WorldScienti c(2001).[11]Delbaen,F.,Schachermayer,W.:TheMathematicsofArbitrage,SpringerFinance(2005).[12]Due,D
5、.:SecurityMarkets,StochasticModels,AcademicPress(1988).369©2009byTaylor&FrancisGroup,LLC370References[13]DeWitt,B.S.:QuantumFieldTheoryinCurvedSpacetime,PhysicsReport,Volume19C,No6(1975).[14]Eguchi,T.,Gilkey,P.B.,Hanson,A.J.:Gravitation,GaugeTheoriesandDi erentialGeometry,PhysicsR
6、eport,Vol.66,No6,December(1980).[15]Erdely,A.:AsymptoticExpansions,Dover(1956).[16]Fouque,J-P,Papanicolaou,G.,Sircar,R.:DerivativesinFinancialMarketswithStochasticVolatility,CambridgeUniversityPress,Jul.(2000).[17]Fuchs,J.:AneLieAlgebrasandQuantumGroups,CambridgeUni-versityPress
7、(1992).[18]Gatheral,J.:TheVolatilitySurface:APractitioner'sGuide,WileyFinance(2006).[19]Gilkey,P.B.:InvarianceTheory,TheHeatEquation,andtheAtiyah-SingerIndexTheorem,CRCPress(1995).[20]Glasserman,P.:MonteCarloMethodsinFinancialEngineering,StochasticModellingandAppliedProbability,Sp
8、ringer(2003).[21]Gutzwiller,M.C.:
