Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations

5 references·2 citing·25 second hop

FromToDepth

this work references cited by second hop

References

2003Stochastic Differential Equations2,978 cited
1993BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES557 cited
1997The Path Integral Approach to Financial Modeling and Options Pricing108 cited
1997A Path Integral Approach to Option Pricing with Stochastic Volatility: Some Exact Results78 cited
1998Stochastic Differential Equations74 cited

Cited by

2008Equity warrants pricing model under Fractional Brownian motion and an empirical study34 cited
2006Pricing exotic options in a path integral approach28 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work