Concepedia

A path integral approach to asset-liability management

Marc Decamps, Ann De Schepper, Marc Goovaerts

Physica A Statistical Mechanics and its Applications · 2005 · 23 citations · 29 references

DOI

Concepts

References

29

Handbook of Mathematical Functions

Milton Abramowitz, I. A. Stegun · 1972 · 15.4K citations

, , +10

Quantum Mechanics and Path Integrals

Students Quarterly Journal · 1966 · 9.7K citations · Full text

, , +12

Diffusion Processes and Their Sample Paths.

PALE, Kiyosi Itô, H. P. McKean · Journal of the American Statistical Association · 1996 · 1.7K citations

, , +16

Diffusion Processes and their Sample Paths.

G. F. Newell, Kanae Ito, H. P. McKean · American Mathematical Monthly · 1968 · 1.1K citations

, , +16

Controlled diffusion models for optimal dividend pay-out

Søren Asmussen, Michael Taksar · Insurance Mathematics and Economics · 1997 · 414 citations

, , +11