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The Path Integral Approach to Financial Modeling and Options Pricing

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References

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Cited by

2016GPU computing for accelerating the numerical Path Integration approach43 cited
1999Evaluation of American option prices in a path integral framework using Fourier–Hermite series expansions36 cited
2003Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations35 cited
2006Pricing exotic options in a path integral approach28 cited
2018Local averaged path integration method approach for nonlinear dynamic systems13 cited