Path integral Monte Carlo method for option pricing

作者：Pietro Capuozzo, Emanuele Panella, Tancredi Schettini Gherardini, Dimitri D. Vvedensky · 发表于：Physica A Statistical Mechanics and its Applications · 年份：2021 · DOI：10.1016/j.physa.2021.126231 · 被引用次数：14 · 研究领域：Stochastic processes and financial applications、Financial Risk and Volatility Modeling、Stochastic processes and statistical mechanics