A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS (Q3523536): Difference between revisions

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+cond-mat/9901277
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+Wiener and integration in function spaces
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+Space-Time Approach to Non-Relativistic Quantum Mechanics
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+Dynamical Theory in Curved Spaces. I. A Review of the Classical and Quantum Action Principles
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+A Theory of the Term Structure of Interest Rates
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Wigner-like expansion of the short-time propagator and deterministic numerical methods
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