EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Numerical and Computational Mathematics"
Narrow search

Narrow search

Year of publication
Subject
All
Numerical and Computational Mathematics 1 School of Engineering and Science 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Type of publication (narrower categories)
All
Thesis 1
Language
All
English 1
Author
All
Sorrentino, Gabriele 1
Source
All
BASE 1
Showing 1 - 1 of 1
Cover Image
Option pricing in a path integral framework
Sorrentino, Gabriele - 2009
This dissertation is an examination of methods for computing an option price using a path integral framework. The framework, developed by Chiarella, El-Hassan and Kucera, is based on the Black and Scholes paradigm. The path integral is backward recursive with the payoff known at expiry and has...
Persistent link: https://www.econbiz.de/10009481082
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...