Pages that link to "Item:Q1782478"
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The following pages link to Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478):
Displaying 9 items.
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Stochastic volatility models at \(\rho = \pm 1\) as second class constrained Hamiltonian systems (Q1782819) (← links)
- Dynamic optimization and its relation to classical and quantum constrained systems (Q2145555) (← links)
- Estimating option Greeks under the stochastic volatility using simulation (Q2149316) (← links)
- The quantum dark side of the optimal control theory (Q2155431) (← links)
- Whiskered tori for presymplectic dynamical systems (Q2225488) (← links)
- Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293) (← links)
- Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem (Q3456842) (← links)
- Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098) (← links)
