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Path integrals for option pricing Path integrals for option pricing

Path integrals for option pricing - PowerPoint Presentation

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Uploaded On 2017-06-02

Path integrals for option pricing - PPT Presentation

Theory of Quantum and Complex systems Statistical modeling financial data analysis and applications Venice 1114 september 2013 From left to right dr Kai Ji Maarten Baeten dr ID: 555156

model path black scholes path model scholes black particle option options probability stochastic time paths limit payoff fluctuations lemmens propagator volatility add

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