Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
A path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model
Path integral approach to Asian options in the Black-Scholes model
Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation
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