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Title
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Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
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Author
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Language
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English
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Source (journal)
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Physical review : E : statistical physics, plasmas, fluids, and related interdisciplinary topics. - Lancaster, Pa, 1993 - 2000
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Publication
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Lancaster, Pa
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2008
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ISSN
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1063-651X
[print]
1095-3787
[online]
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DOI
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10.1103/PHYSREVE.78.016101
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Volume/pages
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78
(2008)
, p. 016101,1-8
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ISI
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000258179000009
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Full text (Publisher's DOI)
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Full text (open access)
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