Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977): Difference between revisions

@@ Property / cites work @@
+Quantum Finance
@@ Property / cites work: Quantum Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing exotic options in a path integral approach
+Normal rank
@@ Property / cites work @@
+Integro-differential equations for option prices in exponential Lévy models
+Normal rank
@@ Property / cites work @@
+Q4702975
@@ Property / cites work: Q4702975 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5785884
@@ Property / cites work: Q5785884 / rank @@
+Normal rank
@@ Property / cites work @@
+One-Parameter Semigroups for Linear Evolution Equations
+Normal rank
@@ Property / cites work @@
+Q5569065
@@ Property / cites work: Q5569065 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3671491
@@ Property / cites work: Q3671491 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2772170
@@ Property / cites work: Q2772170 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4443620
@@ Property / cites work: Q4443620 / rank @@
+Normal rank
@@ Property / cites work @@
+The path integral approach to financial modeling and options pricing
+Normal rank
@@ Property / cites work @@
+Q4852356
@@ Property / cites work: Q4852356 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3714308
@@ Property / cites work: Q3714308 / rank @@
+Normal rank
@@ Property / cites work @@
+Option Pricing with Transaction Costs and Stochastic Interest Rate
+Normal rank