Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478): Difference between revisions
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Latest revision as of 11:06, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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