Pages that link to "Item:Q5475311"
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The following pages link to Pricing exotic options in a path integral approach (Q5475311):
Displaying 15 items.
- 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 wasabi option in the Black-Scholes model (Q1783050) (← links)
- An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
- A path integral based model for stocks and order dynamics (Q2153451) (← 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)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)
- THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
- Path integration and the structural sensitivity problem in partially specified biological models (Q6597825) (← links)
