Pricing exotic options in a path integral approach
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Publication:5475311
DOI10.1080/14697680500510878zbMath1132.91010arXivcond-mat/0407321OpenAlexW2030982502MaRDI QIDQ5475311
Nicola Moreni, Guido Montagna, Oreste Nicrosini, Giacomo Bormetti
Publication date: 16 June 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0407321
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