Pages that link to "Item:Q1386862"
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The following pages link to The path integral approach to financial modeling and options pricing (Q1386862):
Displaying 11 items.
- Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- Quadrature formulas for the Wiener measure (Q1578512) (← links)
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- A quantum anharmonic oscillator model for the stock market (Q1620297) (← links)
- Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
- Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977) (← links)
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
- Path integral pricing of outside barrier Asian options (Q1782519) (← links)
- Path integral pricing of wasabi option in the Black-Scholes model (Q1783050) (← links)
- A model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
