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

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: cond-mat/9901277 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wiener and integration in function spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Space-Time Approach to Non-Relativistic Quantum Mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamical Theory in Curved Spaces. I. A Review of the Classical and Quantum Action Principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wigner-like expansion of the short-time propagator and deterministic numerical methods / rank
 
Normal rank

Latest revision as of 15:00, 28 June 2024

scientific article
Language Label Description Also known as
English
A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS
scientific article

    Statements

    Identifiers