M. Rosa-Clot

From MaRDI portal
Person:1965381

Available identifiers

zbMath Open rosa-clot.marcoMaRDI QIDQ1965381

List of research outcomes





PublicationDate of PublicationType
A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS2008-09-03Paper
A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS2005-06-22Paper
Wigner-like expansion of the short-time propagator and deterministic numerical methods2000-02-08Paper

Research outcomes over time

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