A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Year of publication: |
1999
|
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Authors: | Bennati, Eleonora ; Rosa-Clot, Marco ; Taddei, Stefano |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 2.1999, 4, p. 381-407
|
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Mehrbändiges Werk ; Multi-volume publication |
Language: | English |
Notes: | In: International journal of theoretical and applied finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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