1. Heat Kernels, Exponential in Solvable Lie Groups, and Mean Reverting SABR Model Open Access Author: Zhang, Siyan Title: Heat Kernels, Exponential in Solvable Lie Groups, and Mean Reverting SABR Model Graduate Program: Mathematics Keywords: Option PriceMean RevertingHeat KernelsSABR ModelAsymptotic Expansion File: Download SiyanZhang-Dissertation.pdf Committee Members: Anna L Mazzucato, Dissertation Advisor/Co-Advisor
