Terra Cognita

Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters

CC-BY mirrored here arxiv 2023

Qi Chen, Chao Guo

arXiv preprint (q-fin.PR, quant-ph).

Read here Source ↗

ABSTRACT · 0.0 MB · sha256 63bd02498125…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.