A path-integral approximation for non-linear diffusions (Q5215434): Difference between revisions

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+https://doi.org/10.1080/14697688.2019.1646924
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+W2969682570
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+Q2725572
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+A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS
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+THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES
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+APPROXIMATIONS OF BOND AND SWAPTION PRICES IN A BLACK–KARASIŃSKI MODEL
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+Space-Time Approach to Non-Relativistic Quantum Mechanics
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@@ Property / cites work @@
+Q5200147
@@ Property / cites work: Q5200147 / rank @@
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+Wiener and integration in function spaces
@@ Property / cites work: Wiener and integration in function spaces / rank @@
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Q3603819
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+The path integral approach to financial modeling and options pricing
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+AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL
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+Approximate Formulas for Zero‐coupon Bonds
@@ Property / cites work: Approximate Formulas for Zero‐coupon Bonds / rank @@
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+An equilibrium characterization of the term structure
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@@ links / mardi / name / links / mardi / name @@
+Publication:5215434