A path integral approach to option pricing with stochastic volatility: Some exact results
Journal de Physique II
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sg-nus-scholar.10635-527572015-02-07T12:31:23Z A path integral approach to option pricing with stochastic volatility: Some exact results Baaquie, B.E. PHYSICS Journal de Physique II 7 12 1733-1753 2014-05-19T02:49:38Z 2014-05-19T02:49:38Z 1997 Article Baaquie, B.E. (1997). A path integral approach to option pricing with stochastic volatility: Some exact results. Journal de Physique II 7 (12) : 1733-1753. ScholarBank@NUS Repository. 11554312 http://scholarbank.nus.edu.sg/handle/10635/52757 NOT_IN_WOS Scopus |
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National University of Singapore |
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NUS Library |
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Singapore |
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ScholarBank@NUS |
| description |
Journal de Physique II |
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PHYSICS |
| author_facet |
PHYSICS Baaquie, B.E. |
| format |
Article |
| author |
Baaquie, B.E. |
| spellingShingle |
Baaquie, B.E. A path integral approach to option pricing with stochastic volatility: Some exact results |
| author_sort |
Baaquie, B.E. |
| title |
A path integral approach to option pricing with stochastic volatility: Some exact results |
| title_short |
A path integral approach to option pricing with stochastic volatility: Some exact results |
| title_full |
A path integral approach to option pricing with stochastic volatility: Some exact results |
| title_fullStr |
A path integral approach to option pricing with stochastic volatility: Some exact results |
| title_full_unstemmed |
A path integral approach to option pricing with stochastic volatility: Some exact results |
| title_sort |
path integral approach to option pricing with stochastic volatility: some exact results |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/52757 |
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1681084038044975104 |