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Computing the CEV option pricing formula using the semiclassical approximation of path integral.

Axel A. AranedaMarcelo J. Villena
Published in: J. Comput. Appl. Math. (2021)
Keyphrases
  • option pricing
  • black scholes
  • lagrange interpolation
  • black scholes model
  • stock price
  • decision analysis
  • neural network
  • stock exchange
  • capital budgeting
  • fuzzy numbers