The path integral approach to financial modeling and options pricing
type: Item
instance of: scholarly article
title: The path integral approach to financial modeling and options pricing
zbMATH Open document ID: 0897.90015
DOI: 10.1023/A:1008658226761
author: Vadim Linetsky
published in: Computational Economics
publication date: 1998-05-26T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1157114
zbMATH Keywords: options pricing
zbMATH Keywords: financial derivatives
zbMATH Keywords: path integrals
zbMATH Keywords: stochastic models
zbMATH Keywords: path integral methodology
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1157114