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A path integral way to option pricing

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1973Theory of Rational Option Pricing8,060 cited
1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
1996Turbulence and financial markets358 cited
1997A Path Integral Approach to Option Pricing with Stochastic Volatility: Some Exact Results78 cited
1999A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS54 cited
2001Hedged Monte-Carlo: low variance derivative pricing with objective probabilities48 cited

Cited by

2004Applications of δ-function perturbation to the pricing of derivative securities29 cited
2006Pricing exotic options in a path integral approach28 cited
2009Path integral approach to Asian options in the Black–Scholes model26 cited
2005A path integral approach to asset-liability management24 cited

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