Option pricing, stochastic volatility, singular dynamics and constrained path integrals
type: Item
instance of: scholarly article
title: Option pricing, stochastic volatility, singular dynamics and constrained path integrals
zbMATH Open document ID: 1402.91768
author: Mauricio Contreras
author: Sergio A. Hojman
published in: Physica A
publication date: 2018-09-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 6939572
zbMATH Keywords: option pricing
zbMATH Keywords: stochastic volatility
zbMATH Keywords: quantum mechanics
zbMATH Keywords: singular Lagrangian systems
zbMATH Keywords: Dirac's method
zbMATH Keywords: constrained Hamiltonian path integrals
MaRDI profile type: Publication
full work available at URL: j.physa.2013.08.057
OpenAlex ID: W2081997732
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DOI: 10.1016/J.PHYSA.2013.08.057
description: scientific article; zbMATH DE number 6939572