Path integral pricing of Asian options on state-dependent volatility models (Q3498562): Difference between revisions

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+https://doi.org/10.1080/14697680701282186
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+W2012772268
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+Monte Carlo methods for security pricing
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+PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
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+A Theory of the Term Structure of Interest Rates
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+The path integral approach to financial modeling and options pricing
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