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

@@ Property / cites work @@
+Wiener and integration in function spaces
@@ Property / cites work: Wiener and integration in function spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Space-Time Approach to Non-Relativistic Quantum Mechanics
+Normal rank
@@ Property / cites work @@
+Dynamical Theory in Curved Spaces. I. A Review of the Classical and Quantum Action Principles
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Wigner-like expansion of the short-time propagator and deterministic numerical methods
+Normal rank