Pages that link to "Item:Q3523536"
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The following pages link to A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS (Q3523536):
Displaying 15 items.
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- A path integral way to option pricing (Q1600260) (← links)
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
- Path integral pricing of outside barrier Asian options (Q1782519) (← links)
- Dynamic optimization and its relation to classical and quantum constrained systems (Q2145555) (← links)
- A path integral based model for stocks and order dynamics (Q2153451) (← links)
- The quantum dark side of the optimal control theory (Q2155431) (← links)
- A model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
- A method for the calculation of characteristics for the solution to stochastic differential equations (Q2409053) (← links)
- A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (Q3022036) (← links)
- THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
- Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion (Q3514277) (← links)
- A path-integral approximation for non-linear diffusions (Q5215434) (← links)
- Pricing exotic options in a path integral approach (Q5475311) (← links)
