Pages that link to "Item:Q1386862"

The following pages link to The path integral approach to financial modeling and options pricing (Q1386862):

Displaying 39 items.

• Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
• On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
• Quadrature formulas for the Wiener measure (Q1578512) (← links)
• Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
• A quantum anharmonic oscillator model for the stock market (Q1620297) (← links)
• Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
• Path integration for real options (Q1664189) (← links)
• Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977) (← links)
• Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
• Path integral pricing of outside barrier Asian options (Q1782519) (← links)
• Path integral pricing of wasabi option in the Black-Scholes model (Q1783050) (← links)
• Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
• Local averaged path integration method approach for nonlinear dynamic systems (Q2008361) (← links)
• Path integral Monte Carlo method for option pricing (Q2078655) (← links)
• Dynamic optimization and its relation to classical and quantum constrained systems (Q2145555) (← links)
• An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
• Adaptive density tracking by quadrature for stochastic differential equations (Q2152700) (← 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)
• Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
• A remark on the heat equation with a point perturbation, the Feynman-Kac formula with local time and derivative pricing (Q2349735) (← links)
• The heat kernel for Kolmogorov type operators and its applications (Q2655131) (← links)
• A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (Q3022036) (← links)
• Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
• THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
• The instanton method and its numerical implementation in fluid mechanics (Q3448391) (← links)
• Path integral pricing of Asian options on state-dependent volatility models (Q3498562) (← links)
• Option pricing under short-lived arbitrage: theory and tests (Q4555170) (← links)
• Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334) (← links)
• Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
• Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
• (Q5074406) (← links)
• A path-integral approximation for non-linear diffusions (Q5215434) (← links)
• Pricing exotic options in a path integral approach (Q5475311) (← links)
• Path integral Monte Carlo method for the quantum anharmonic oscillator (Q6046416) (← links)
• A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
• A Hamiltonian approach to floating barrier option pricing (Q6140930) (← links)
• Path integration and the structural sensitivity problem in partially specified biological models (Q6597825) (← links)