A model for stocks dynamics based on a non-Gaussian path integral-Reference-Cited by-同舟云学术

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A model for stocks dynamics based on a non-Gaussian path integral

Published:2019-03 Issue: Volume:517 Page:499-514
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Paolinelli Giovanni,Arioli Gianni

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference30 articles.

1. Théorie de la Spéculation;Bachelier;Ann. Sci. Éc. Norm. Supér.,1900

2. Space–time approach to non-relativistic quantum mechanics;Feynman;Rev. Modern Phys.,1948

3. Quantum Mechanics and Path Integrals;Feynman,2010

4. R.N. Mantegna, H.E. Stanley, An Introduction to Econophysics, Cambridge University Press.

5. Quantum Finance Path Integrals and Hamiltonians for Options and Interest rates;Baaquie,2004

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Path integral Monte Carlo method for option pricing;Physica A: Statistical Mechanics and its Applications;2021-11

2. Pricing of stochastic volatility stock index option based on Feynman path integral;Acta Physica Sinica;2019

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