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A path integral approach to derivative security pricing. I. Formalism and analytical results. (English) Zbl 1153.91464

MSC:
91B28 Finance etc. (MSC2000)
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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References:
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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.