Title
Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
Author
Faculty/Department
Faculty of Sciences. Physics
Publication type
article
Publication
Lancaster, Pa ,
Source (journal)
Physical review : E : statistical physics, plasmas, fluids, and related interdisciplinary topics. - Lancaster, Pa, 1993 - 2000
Volume/pages
78(2008) , p. 016101,1-8
ISSN
1063-651X
1095-3787
ISI
000258179000009
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Full text (open access)
https://repository.uantwerpen.be/docman/irua/64f90f/69569.pdf
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