Efficient option pricing with path integral

European Physical Journal B

Volumn 27, Issue 2, 2002, Pages 249-255

  Montagna, G ^a,b   Nicrosini, O ^a,b  

^a UNIVERSITY OF PAVIA   (Italy)

^b INFN SEZIONE DI PAVIA   (Italy)

Author keywords

02.50.Ey Stochastic processes; 05.10.Gg Stochastic analysis methods (Fokker Planck, Langevin, etc.); 89.75. k Complex systems

Indexed keywords

EID: 0042808445     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1140/epjb/e20020147     Document Type: Article

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