A Path Integral Approach to Option Pricing with Stochastic Volatility: Some Exact Results

Publisher: Edp Sciences

E-ISSN: 1286-4862|7|12|1733-1753

ISSN: 1155-4304

Source: Journal de Physique I, Vol.7, Iss.12, 1997-12, pp. : 1733-1753

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