Work

Henstock-Kurzweil Path Integral in Financial Mathematics: A Machine-Verified Pricing of European and Barrier Options

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7514358

Authors: Yury Berdinsky, Ushakov A. S.

Institution: St Petersburg University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7171284561

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