A path integral way to option pricing (Q1600260)

From MaRDI portal
Revision as of 06:04, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
A path integral way to option pricing
scientific article

    Statements

    title
    A path integral way to option pricing (English)
    0 references
    author
    Guido Montagna
    0 references
    Oreste Nicrosini
    0 references
    Nicola Moreni
    0 references
    published in
    Physica A
    0 references
    publication date
    12 June 2002
    0 references
    zbMATH DE Number
    1754889
    0 references
    zbMATH Keywords
    pricing financial derivatives
    0 references
    computational algorithm
    0 references
    describes a project that uses
    NAG
    0 references
    nag
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1600260&oldid=26561275"
    Powered by MediaWiki