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A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS

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References

1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
1985A Theory of the Term Structure of Interest Rates8,333 cited
1990Options, Futures, and Other Derivative Securities.1,227 cited
1989An Exact Bond Option Formula731 cited
1988Introduction to stochastic differential equations724 cited

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2004Pricing financial derivatives with neural networks37 cited
2002A path integral way to option pricing33 cited
2014A Path Integral Way to Option Pricing30 cited
2006Pricing exotic options in a path integral approach28 cited
2009Path integral approach to Asian options in the Black–Scholes model26 cited
2008Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models25 cited
2005A path integral approach to asset-liability management24 cited

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