Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations

10.1016/j.physa.2003.10.080

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Bibliographic Details
Main Authors: Baaquie, B.E., Corianò, C., Srikant, M.
Other Authors: PHYSICS
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/96762
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Institution: National University of Singapore