THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES (Q3523521): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES |
scientific article |
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THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES (English)
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3 September 2008
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occupation times
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path dependent options
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Feynman--Kac formula, Laplace transform
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hedge ratio
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