Terra Cognita

A path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2008

D. Lemmens, M. Wouters, J. Tempere, S. Foulon

arXiv preprint (q-fin.PR, cond-mat.stat-mech, physics.soc-ph).

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