Publication
Title
Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
Author
Language
English
Source (journal)
Physical review : E : statistical physics, plasmas, fluids, and related interdisciplinary topics. - Lancaster, Pa, 1993 - 2000
Publication
Lancaster, Pa : 2008
ISSN
1063-651X [print]
1095-3787 [online]
DOI
10.1103/PHYSREVE.78.016101
Volume/pages
78 (2008) , p. 016101,1-8
ISI
000258179000009
Full text (Publisher's DOI)
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identifier
Creation 08.10.2008
Last edited 21.08.2024
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