Path integral approach to the pricing of timer options with...

Physical Review E 2011 / 5 Vol. 83; Iss. 5

Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation

Liang, L. Z. J., Lemmens, D., Tempere, J.
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Volume:
83
Language:
english
Journal:
Physical Review E
DOI:
10.1103/physreve.83.056112
Date:
May, 2011
File:
PDF, 1.02 MB
english, 2011
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