Pages that link to "Item:Q1611155"

The following pages link to Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155):

Displaying 8 items.

• Fast convergence of path integrals for many-body systems (Q637754) (← links)
• Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260) (← links)
• Volatility smile as relativistic effect (Q1620616) (← links)
• Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989) (← links)
• A model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
• Tempered fractional order compartment models and applications in biology (Q2162646) (← links)
• A Hamiltonian approach to floating barrier option pricing (Q6140930) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)