The Path Integral Approach to Financial Modeling and Options Pricing

Computational Economics

Volumn 11, Issue 1-2, 1997, Pages 129-163

  Linetsky, Vadim ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Financial derivatives; Options pricing; Path integrals; Stochastic models

Indexed keywords

EID: 0005737882     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1008658226761     Document Type: Article

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