Pages that link to "Item:Q3022036"
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The following pages link to A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (Q3022036):
Displaying 11 items.
- The path integral approach to financial modeling and options pricing (Q1386862) (← links)
- A path integral way to option pricing (Q1600260) (← links)
- Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
- Pricing derivatives by path integral and neural networks (Q1873959) (← links)
- Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
- Path integral Monte Carlo method for option pricing (Q2078655) (← links)
- Adaptive density tracking by quadrature for stochastic differential equations (Q2152700) (← links)
- THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
- Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
- Pricing exotic options in a path integral approach (Q5475311) (← links)
