Computational Economics · 1997 · 109 citations · 35 references
BusinessFinanceFinancial ManagementFinancial EconomicsFinancial ModelingQuantitative FinanceAsset Return ModelingFinancial MathematicsOption PricingOption Pricing ModelsPath Integral FormulationValuation ModelingBlack-scholes ModelBoundary Value Path IntegralsDynamic Financial ModelingFeynman Path IntegralsOption Pricing TheoryPath Integral ApproximationStochastic Financial Modeling
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Equation of State Calculations by Fast Computing Machines
N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 37.1K citations
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Quantum Mechanics and Path Integrals
Students Quarterly Journal · 1966 · 9.7K citations · Full text
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations