Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478)
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scientific article; zbMATH DE number 6939572
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Option pricing, stochastic volatility, singular dynamics and constrained path integrals |
scientific article; zbMATH DE number 6939572 |
Statements
Option pricing, stochastic volatility, singular dynamics and constrained path integrals (English)
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20 September 2018
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option pricing
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stochastic volatility
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quantum mechanics
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singular Lagrangian systems
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Dirac's method
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constrained Hamiltonian path integrals
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0.9122360348701476
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0.7691159248352051
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0.7444201111793518
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0.7410025000572205
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