Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations - Concepedia

Concepedia

Publication | Open Access

Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations

DOI Full Paper Access

37

Citations

5

References

2003

Year

Belal E. Baaquie, Claudio Corianò, Srikant Marakani

Physica A Statistical Mechanics and its Applications

Option PricingLattice SimulationsDynamic PricingAsset PricingComputational FinanceDerivative PricingBusinessExact ResultsDerivative Pricing ModelsFinancial EngineeringFinance

References

	Year	Citations

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