Work

A Path Integral Approach to Derivative Security Pricing Ii: Numerical Methods

Year: 2002

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024902001377

Authors: MARCO ROSA-CLOT, STEFANO TADDEI

Institution: University of Florence

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1590708891

FWCI: 3.285

Cites: 28

Cited by: 23

Related to: 10