A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (Q3022036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS |
scientific article |
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A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (English)
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22 June 2005
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Derivative pricing
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path integrals
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numerical methods
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