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

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Latest revision as of 15:58, 16 July 2024

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Option pricing, stochastic volatility, singular dynamics and constrained path integrals
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    Option pricing, stochastic volatility, singular dynamics and constrained path integrals (English)
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    20 September 2018
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    option pricing
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    stochastic volatility
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    quantum mechanics
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    singular Lagrangian systems
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    Dirac's method
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    constrained Hamiltonian path integrals
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