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Pricing exotic options in a path integral approach - MaRDI portal

Pricing exotic options in a path integral approach (Q5475311)

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scientific article; zbMATH DE number 5033351
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Pricing exotic options in a path integral approach
scientific article; zbMATH DE number 5033351

    Statements

    title
    Pricing exotic options in a path integral approach (English)
    0 references
    author
    Guido Montagna
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    Nicola Moreni
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    Oreste Nicrosini
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    Giacomo Bormetti
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    publication date
    16 June 2006
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    Identifiers

    zbMATH DE Number
    5033351
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    OpenAlex ID
    W2030982502
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    arXiv ID
    cond-mat/0407321
    0 references
     
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