Pages that link to "Item:Q1600260"
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The following pages link to A path integral way to option pricing (Q1600260):
Displaying 11 items.
- Path integration for real options (Q1664189) (← links)
- Path integral pricing of outside barrier Asian options (Q1782519) (← links)
- Pricing derivatives by path integral and neural networks (Q1873959) (← links)
- Quantum credit loans (Q2066042) (← links)
- Path integral Monte Carlo method for option pricing (Q2078655) (← links)
- A path integral based model for stocks and order dynamics (Q2153451) (← links)
- A model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)
- THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
- Pricing exotic options in a path integral approach (Q5475311) (← links)
