Pricing derivatives by path integral and neural networks
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Publication:1873959
DOI10.1016/S0378-4371(02)01907-6zbMath1072.91560arXivcond-mat/0211260OpenAlexW2071889599MaRDI QIDQ1873959
Paolo Amato, Marco Morelli, Guido Montagna, Marco Farina, Oreste Nicrosini
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0211260
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