Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478): Difference between revisions

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+https://doi.org/10.1016/j.physa.2013.08.057
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+W2081997732
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+The Pricing of Options and Corporate Liabilities
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+Q3594586
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Financial Modelling with Jump Processes
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+A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS
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+The path integral approach to financial modeling and options pricing
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+Quantum Finance
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+A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS
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+Pricing exotic options in a path integral approach
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+Generalized Hamiltonian dynamics
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+Generalized autoregressive conditional heteroscedasticity
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+Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model
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