Work

A Path Integral Approach to Derivative Security Pricing I: Formalism and Analytical Results

Year: 1999

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024999000200

Authors: ELEONORA BENNATI, MARCO ROSA-CLOT, STEFANO TADDEI

Institutions: University of Pisa, Istituto Nazionale di Fisica Nucleare, Sezione di Firenze, 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: W2163204935

FWCI: 3.439

Cites: 15

Cited by: 54

Related to: 10