Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Density of Skew Brownian motion and its functionals with application in
  finance   We derive the joint density of a Skew Brownian motion, its last visit to the
origin, local and occupation times. The result is applied to option pricing in
a two valued local volatility model and in a displaced diffusion model with
constrained volatility.

4
The categories of this paper are: cond-mat
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The categories of this paper are: plasm-ph
14
The categories of this paper are: math-ph
5
The categories of this paper are: gr-qc
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The categories of this paper are: dg-ga
25
The categories of this paper are: patt-sol
16
The categories of this paper are: stat
9
The categories of this paper are: nlin
35
The categories of this paper are: mtrl-th
10
The categories of this paper are: q-bio
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The categories of this paper are: hep-th
22
The categories of this paper are: chao-dyn
1
The categories of this paper are: cs
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The categories of this paper are: hep-ex
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The categories of this paper are: funct-an
36
The categories of this paper are: cmp-lg