Concepedia

Pricing derivatives by path integral and neural networks

G. Montagna, Marco J. Morelli, O. Nicrosini, P. Amato, Marco Farina

Physica A Statistical Mechanics and its Applications · 2003 · 20 citations · 11 references

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References

11

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

, , +11

Nonextensive statistical mechanics and economics

Physica A Statistical Mechanics and its Applications · 2003 · 174 citations · Full text

, , +12

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

James M. Hutchinson, Andrew W. Lo, Tomaso Poggio · The Journal of Finance · 1994 · 157 citations

, , +17

A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS

ELEONORA BENNATI, M. Rosa-Clot, Stefano Taddei · International Journal of Theoretical and Applied Finance · 1999 · 55 citations

, , +17