M. Rosa-Clot
From MaRDI portal
Person:1965381
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
| Wigner-like expansion of the short-time propagator and deterministic numerical methods Physics Letters. A | 2000-02-08 | Paper |
Research outcomes over time
This page was built for person: M. Rosa-Clot
