A path integral approach to option pricing with stochastic volatility: Some exact results

A path integral approach to option pricing with stochastic volatility: Some exact results

Journal de Physique II

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Bibliographic Details
Main Author: Baaquie, B.E.
Other Authors: PHYSICS
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/52757
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Institution: National University of Singapore
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Summary:Journal de Physique II

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