Analysis, Geometry, and Modeling in Finance 16

Analysis, Geometry, and Modeling in Finance 16

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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

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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.:

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