Work

The Path Integral Approach to Financial Modeling and Options Pricing

Year: 1997

Type: article

Source: Computational Economics

DOI: 10.1023/a:1008658226761

Author: Vadim Linetsky

Institution: University of Michigan

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Science Foundation, Université de Genève

Award: Computational and Applied Aspects of Multiperiod Stochastic Programming

OpenAlex ID: W1540131366

FWCI: 3.243

Cites: 56

Cited by: 108

Related to: 10