Pricing exotic options in a path integral approach

Pricing exotic options in a path integral approach

Bormetti, G., Montagna, G., Moreni, N., Nicrosini, O.
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Volume:
6
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680500510878
Date:
February, 2006
File:
PDF, 276 KB
english, 2006
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