Option pricing, stochastic volatility, singular dynamics and constrained path integrals.
dc.contributor | Contreras, Mauricio | |
dc.contributor | Hojman, Sergio | |
dc.date.accessioned | 2022-01-28T17:12:55Z | |
dc.date.accessioned | 2022-11-08T20:40:25Z | |
dc.date.available | 2022-01-28T17:12:55Z | |
dc.date.available | 2022-11-08T20:40:25Z | |
dc.date.created | 2022-01-28T17:12:55Z | |
dc.identifier | https://repositorio.uai.cl//handle/20.500.12858/4030 | |
dc.identifier | 10.1016/j.physa.2013.08.057 | |
dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/5149838 | |
dc.title | Option pricing, stochastic volatility, singular dynamics and constrained path integrals. | |
dc.type | Artículo WoS |