A path integral way to option pricing (Q1600260)

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A path integral way to option pricing
scientific article

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    title
    A path integral way to option pricing (English)
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    author
    Guido Montagna
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    Oreste Nicrosini
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    Nicola Moreni
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    published in
    Physica A
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    publication date
    12 June 2002
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    zbMATH DE Number
    1754889
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    zbMATH Keywords
    pricing financial derivatives
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    computational algorithm
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    describes a project that uses
    NAG
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    nag
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    arXiv ID
    cond-mat/0202143
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