Price prediction and selling strategy optimization using the Feynman formula differential equations
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11761-024-00412-z.pdf
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5. Garces LPDM, Cheang GHL (2021) A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics. Quant Financ. https://doi.org/10.1080/14697688.2021.1926534
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