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

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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
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Simulating bessel random variables
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+A study of 128-bit multipliers for congruential pseudorandom number generators
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+The path integral approach to financial modeling and options pricing
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+On the Bessel distribution and related problems
@@ Property / cites work: On the Bessel distribution and related problems / rank @@
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