The path integral approach to financial modeling and options pricing

DOI10.1023/A:1008658226761zbMath0897.90015MaRDI QIDQ1386862

Vadim Linetsky

Publication date: 26 May 1998

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

path integralsstochastic modelsfinancial derivativesoptions pricingpath integral methodology

Mathematics Subject Classification ID

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